+49.2%
FSLR vs GGLL
+188.6%
-139.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.4% | +2.5% |
| 7D | +15.3% | +3.1% | +12.2% | +14.7% |
| 30D | +11.7% | -36.3% | +48.0% | +20.3% |
| 3M | -17.6% | -40.4% | +22.7% | -10.4% |
| 6M | -7.7% | -54.6% | +46.9% | +4.5% |
| YTD | -23.0% | -31.1% | +8.1% | -20.1% |
| 1Y | -26.0% | -19.2% | -6.9% | -25.8% |
| 3Y | +36.9% | +151.5% | -114.7% | +7.3% |
| All | +49.2% | +188.6% | -139.4% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling