+73.4%
FSLR vs GFS
-3.7%
+77.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.9% |
| 7D | 0.0% | +1.0% | -1.0% | -0.3% |
| 30D | -13.7% | -8.6% | -5.1% | -11.6% |
| 3M | -35.1% | -46.5% | +11.5% | -22.3% |
| 6M | +3.6% | -4.8% | +8.5% | +4.5% |
| YTD | -21.7% | +29.7% | -51.4% | -29.2% |
| 1Y | +1.3% | +35.8% | -34.6% | -10.2% |
| 3Y | +9.7% | -18.3% | +28.0% | +9.2% |
| All | +73.4% | -3.7% | +77.1% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling