+80.9%
FSLR vs GFS
-3.9%
+84.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +6.8% | +2.6% | +4.2% | +6.0% |
| 30D | -14.7% | -16.4% | +1.7% | -10.3% |
| 3M | -22.6% | -41.6% | +19.0% | -9.8% |
| 6M | +12.7% | -3.7% | +16.4% | +13.3% |
| YTD | -18.4% | +29.3% | -47.7% | -26.1% |
| 1Y | +4.9% | +37.1% | -32.2% | -7.2% |
| 3Y | +16.4% | -22.1% | +38.5% | +17.5% |
| All | +80.9% | -3.9% | +84.9% | +66.6% |
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