+123.5%
FSLR vs GIS
-21.0%
+144.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.1% |
| 7D | +6.8% | -8.3% | +15.1% | +5.8% |
| 30D | -14.7% | +2.2% | -16.9% | -14.5% |
| 3M | -22.6% | +15.7% | -38.3% | -21.2% |
| 6M | +12.7% | -12.0% | +24.7% | +13.0% |
| YTD | -18.4% | -15.0% | -3.4% | -18.3% |
| 1Y | +4.9% | -20.1% | +25.1% | +4.7% |
| 3Y | +16.4% | -34.6% | +51.0% | +15.3% |
| 5Y | +123.5% | -22.8% | +146.3% | +153.0% |
| All | +123.5% | -21.0% | +144.5% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling