+329.1%
FSLR vs GH
+481.7%
-152.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -13.7% | -1.1% | -12.6% | -13.6% |
| 3M | -35.1% | +21.3% | -56.4% | -37.7% |
| 6M | +3.6% | +73.5% | -69.9% | -7.5% |
| YTD | -21.7% | +58.0% | -79.8% | -29.3% |
| 1Y | +1.3% | +163.1% | -161.8% | -18.2% |
| 3Y | +9.7% | +361.0% | -351.3% | -26.2% |
| 5Y | +117.4% | +22.5% | +94.8% | +77.6% |
| All | +329.1% | +481.7% | -152.6% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling