+67.9%
FSLR vs GH
+43.1%
+24.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.2% | -10.0% | -5.5% |
| 7D | +5.3% | -7.0% | +12.2% | +6.2% |
| 30D | +7.8% | -5.2% | +12.9% | +8.3% |
| 3M | -23.4% | -5.8% | -17.6% | -23.1% |
| 6M | -12.9% | +65.9% | -78.8% | -20.4% |
| YTD | -26.7% | +55.5% | -82.1% | -32.8% |
| 1Y | -28.4% | +64.2% | -92.6% | -35.1% |
| 3Y | +44.6% | +606.0% | -561.5% | -5.4% |
| 5Y | +67.9% | +47.3% | +20.6% | +37.0% |
| All | +67.9% | +43.1% | +24.9% | +37.0% |
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 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