-26.0%
FSLR vs GH
+80.5%
-106.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.7% | +8.3% | +5.0% |
| 7D | +10.3% | -7.7% | +18.0% | +11.2% |
| 30D | +10.4% | -10.0% | +20.4% | +11.4% |
| 3M | -20.2% | +5.5% | -25.7% | -21.0% |
| 6M | -8.0% | +84.9% | -92.9% | -13.7% |
| YTD | -25.5% | +65.0% | -90.6% | -30.5% |
| 1Y | -26.0% | +71.8% | -97.7% | -32.0% |
| All | -26.0% | +80.5% | -106.4% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling