+36.9%
FSLR vs GGLL
+154.9%
-118.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.4% | +2.5% |
| 7D | +15.3% | +3.1% | +12.2% | +14.6% |
| 30D | +11.7% | -36.3% | +48.0% | +20.7% |
| 3M | -17.6% | -40.4% | +22.7% | -10.1% |
| 6M | -7.7% | -54.6% | +46.9% | +5.2% |
| YTD | -23.0% | -31.1% | +8.1% | -20.1% |
| 1Y | -26.0% | -19.2% | -6.9% | -25.9% |
| 3Y | +36.9% | +151.5% | -114.7% | +7.0% |
| All | +36.9% | +154.9% | -118.1% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling