+51.1%
FSLR vs GFS
-8.5%
+59.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -3.2% |
| 7D | -8.4% | +6.2% | -14.7% | -10.4% |
| 30D | -0.9% | -11.4% | +10.5% | +1.8% |
| 3M | -26.1% | -15.5% | -10.6% | -23.4% |
| 6M | -23.6% | -42.6% | +19.0% | -11.8% |
| YTD | -31.8% | +23.2% | -55.0% | -38.1% |
| 1Y | -32.6% | +23.6% | -56.2% | -38.9% |
| 3Y | +33.0% | -17.2% | +50.2% | +30.3% |
| 5Y | +56.8% | -23.4% | +80.2% | +45.8% |
| All | +51.1% | -8.5% | +59.6% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling