+326.2%
FSLR vs GH
+486.6%
-160.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.9% | -5.0% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | -15.1% | -2.6% | -12.5% | -14.8% |
| 3M | -22.5% | +25.1% | -47.6% | -26.2% |
| 6M | +4.0% | +78.5% | -74.5% | -7.7% |
| YTD | -22.3% | +59.4% | -81.6% | -29.9% |
| 1Y | 0.0% | +173.9% | -173.8% | -19.8% |
| 3Y | +10.9% | +382.7% | -371.9% | -26.1% |
| 5Y | +105.4% | +24.4% | +81.0% | +67.2% |
| All | +326.2% | +486.6% | -160.4% | +147.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling