+51.7%
FSLR vs GGLL
+328.7%
-277.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.0% |
| 7D | 0.0% | -4.8% | +4.8% | +0.9% |
| 30D | -13.7% | -13.7% | 0.0% | -11.4% |
| 3M | -35.1% | -21.9% | -13.2% | -32.6% |
| 6M | +3.6% | +11.7% | -8.0% | -0.2% |
| YTD | -21.7% | +2.3% | -24.0% | -23.7% |
| 1Y | +1.3% | +76.2% | -74.9% | -11.1% |
| 3Y | +9.7% | +245.0% | -235.3% | -18.4% |
| All | +51.7% | +328.7% | -277.0% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling