+27.1%
FSLR vs GGLL
+210.8%
-183.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -14.8% | +7.7% | -22.5% | -16.0% |
| 30D | -4.3% | -30.2% | +25.9% | +1.3% |
| 3M | -23.4% | -31.3% | +7.9% | -18.8% |
| 6M | -26.9% | -52.1% | +25.1% | -18.0% |
| YTD | -34.4% | -25.9% | -8.5% | -32.9% |
| 1Y | -33.2% | -8.5% | -24.8% | -34.5% |
| 3Y | +28.1% | +165.5% | -137.5% | -0.7% |
| All | +27.1% | +210.8% | -183.6% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling