-26.0%
FSLR vs GFS
+15.5%
-41.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.9% | +10.6% | +6.2% |
| 7D | +10.3% | -12.5% | +22.8% | +14.1% |
| 30D | +10.4% | -16.9% | +27.3% | +15.5% |
| 3M | -20.2% | -22.3% | +2.1% | -15.3% |
| 6M | -8.0% | -40.2% | +32.2% | +6.6% |
| YTD | -25.5% | +16.0% | -41.5% | -25.3% |
| 1Y | -26.0% | +17.7% | -43.6% | -27.1% |
| All | -26.0% | +15.5% | -41.4% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling