+34.3%
FSLR vs GGLL
+194.0%
-159.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -5.0% | -5.4% |
| 7D | -2.6% | +5.1% | -7.7% | -3.6% |
| 30D | +1.8% | -35.5% | +37.3% | +9.4% |
| 3M | -24.4% | -39.2% | +14.8% | -18.0% |
| 6M | -17.7% | -54.4% | +36.7% | -6.9% |
| YTD | -30.7% | -29.8% | -0.9% | -28.4% |
| 1Y | -33.6% | -20.4% | -13.2% | -33.2% |
| 3Y | +35.1% | +149.7% | -114.6% | +6.0% |
| All | +34.3% | +194.0% | -159.8% | +3.4% |
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