-26.0%
FSLR vs GGLL
-11.6%
-14.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.5% | -1.9% | +3.4% |
| 7D | +10.3% | -23.1% | +33.4% | +14.9% |
| 30D | +10.4% | -32.9% | +43.3% | +18.5% |
| 3M | -20.2% | -44.9% | +24.7% | -10.9% |
| 6M | -8.0% | -49.5% | +41.5% | +3.6% |
| YTD | -25.5% | -28.9% | +3.4% | -24.7% |
| 1Y | -26.0% | -12.2% | -13.8% | -30.7% |
| All | -26.0% | -11.6% | -14.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling