-0.2%
FSLR vs GLXY
-32.0%
+31.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +13.2% | -14.8% | -3.1% |
| 7D | -8.4% | +14.3% | -22.7% | -10.0% |
| 30D | -0.9% | -19.6% | +18.7% | +0.8% |
| 3M | -26.1% | -20.7% | -5.4% | -24.9% |
| 6M | -23.6% | -49.6% | +25.9% | -18.8% |
| YTD | -31.8% | -28.6% | -3.2% | -30.9% |
| 1Y | -32.6% | -48.0% | +15.5% | -28.9% |
| All | -0.2% | -32.0% | +31.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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