+453.5%
FSLR vs GIS
-19.3%
+472.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.1% | +2.0% |
| 7D | -0.1% | -8.4% | +8.3% | -0.2% |
| 30D | -14.0% | -5.2% | -8.8% | -14.1% |
| 3M | -16.9% | +8.2% | -25.1% | -16.9% |
| 6M | +4.7% | -12.0% | +16.8% | +5.2% |
| YTD | -20.7% | -18.9% | -1.8% | -20.2% |
| 1Y | +1.7% | -23.6% | +25.3% | +2.4% |
| 3Y | +13.1% | -37.6% | +50.7% | +14.5% |
| 5Y | +108.4% | -25.2% | +133.6% | +109.3% |
| All | +453.5% | -19.3% | +472.8% | +492.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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