+63.1%
FSLR vs GFS
-30.9%
+93.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | -2.6% | -5.3% | +2.6% | -1.5% |
| 30D | +1.8% | -15.8% | +17.6% | +6.2% |
| 3M | -24.4% | -18.6% | -5.7% | -20.7% |
| 6M | -17.7% | -45.0% | +27.3% | -3.5% |
| YTD | -30.7% | +16.8% | -47.5% | -36.3% |
| 1Y | -33.6% | +17.8% | -51.4% | -39.2% |
| 3Y | +35.1% | -21.5% | +56.7% | +34.4% |
| 5Y | +63.1% | -29.3% | +92.4% | +52.1% |
| All | +63.1% | -30.9% | +93.9% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling