+123.5%
FSLR vs GH
+22.3%
+101.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.3% |
| 7D | +6.8% | -2.1% | +8.9% | +7.2% |
| 30D | -14.7% | -4.5% | -10.3% | -14.2% |
| 3M | -22.6% | +28.9% | -51.5% | -26.0% |
| 6M | +12.7% | +76.5% | -63.8% | +2.1% |
| YTD | -18.4% | +57.6% | -76.0% | -25.1% |
| 1Y | +4.9% | +167.5% | -162.6% | -12.6% |
| 3Y | +16.4% | +377.4% | -361.0% | -17.6% |
| 5Y | +123.5% | +23.8% | +99.6% | +83.4% |
| All | +123.5% | +22.3% | +101.2% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling