+273.8%
FSLR vs GH
+457.8%
-184.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -8.4% | -8.2% | -0.2% | -7.2% |
| 30D | -0.9% | -4.9% | +4.0% | -0.3% |
| 3M | -26.1% | -6.2% | -19.8% | -25.7% |
| 6M | -23.6% | +60.0% | -83.7% | -30.9% |
| YTD | -31.8% | +51.5% | -83.4% | -38.3% |
| 1Y | -32.6% | +58.4% | -91.0% | -39.6% |
| 3Y | +33.0% | +617.2% | -584.2% | -18.9% |
| 5Y | +56.8% | +47.0% | +9.8% | +22.5% |
| All | +273.8% | +457.8% | -184.0% | +118.1% |
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