+72.3%
FSLR vs GFS
-2.1%
+74.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.9% | -6.7% | -5.3% |
| 7D | +0.2% | +4.5% | -4.3% | -1.1% |
| 30D | -15.1% | -8.2% | -6.9% | -13.2% |
| 3M | -22.5% | -38.9% | +16.3% | -11.0% |
| 6M | +4.0% | -2.9% | +6.8% | +4.1% |
| YTD | -22.3% | +31.8% | -54.0% | -30.0% |
| 1Y | 0.0% | +43.1% | -43.1% | -12.8% |
| 3Y | +10.9% | -20.6% | +31.5% | +11.2% |
| All | +72.3% | -2.1% | +74.4% | +57.7% |
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