+1.3%
FSLR vs GGLL
+80.0%
-78.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | 0.0% | -4.8% | +4.8% | +1.0% |
| 30D | -13.7% | -13.7% | 0.0% | -11.1% |
| 3M | -35.1% | -21.9% | -13.2% | -32.0% |
| 6M | +3.6% | +11.7% | -8.0% | -2.0% |
| YTD | -21.7% | +2.3% | -24.0% | -25.1% |
| 1Y | +1.3% | +76.2% | -74.9% | -14.8% |
| All | +1.3% | +80.0% | -78.7% | -14.8% |
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