+762.0%
FSLR vs GFI
+393.3%
+368.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | +6.8% | +5.7% | +1.1% | +5.9% |
| 30D | -14.7% | +15.6% | -30.3% | -16.8% |
| 3M | -22.6% | +31.5% | -54.1% | -26.2% |
| 6M | +12.7% | -3.7% | +16.4% | +12.3% |
| YTD | -18.4% | +11.2% | -29.6% | -20.9% |
| 1Y | +4.9% | +36.4% | -31.4% | -2.0% |
| 3Y | +16.4% | +313.5% | -297.1% | -11.1% |
| 5Y | +123.5% | +528.0% | -404.5% | +54.0% |
| 10Y | +454.3% | +1,021.4% | -567.1% | +204.1% |
| All | +762.0% | +393.3% | +368.7% | +407.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling