+259.7%
FSLR vs GH
+446.7%
-187.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | -14.8% | +0.6% | -15.3% | -14.9% |
| 30D | -4.3% | -6.9% | +2.6% | -3.3% |
| 3M | -23.4% | -4.9% | -18.5% | -23.2% |
| 6M | -26.9% | +54.1% | -81.0% | -33.4% |
| YTD | -34.4% | +48.5% | -82.9% | -40.5% |
| 1Y | -33.2% | +61.2% | -94.4% | -40.4% |
| 3Y | +28.1% | +570.3% | -542.3% | -20.8% |
| 5Y | +54.5% | +46.1% | +8.4% | +20.7% |
| All | +259.7% | +446.7% | -187.0% | +110.7% |
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