+7.4%
FSLR vs GLXY
-38.3%
+45.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.2% | -11.0% | -5.5% |
| 7D | +5.3% | -0.5% | +5.8% | +4.6% |
| 30D | +7.8% | -28.6% | +36.4% | +11.3% |
| 3M | -23.4% | -28.1% | +4.7% | -21.2% |
| 6M | -12.9% | -52.0% | +39.1% | -6.7% |
| YTD | -26.7% | -35.1% | +8.5% | -24.7% |
| 1Y | -28.4% | -54.0% | +25.6% | -23.4% |
| All | +7.4% | -38.3% | +45.6% | +7.3% |
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