-26.0%
FSLR vs GLXY
-58.3%
+32.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +2.1% |
| 7D | +15.3% | -14.6% | +30.0% | +16.8% |
| 30D | +11.7% | -36.2% | +47.8% | +17.2% |
| 3M | -17.6% | -30.1% | +12.5% | -14.9% |
| 6M | -7.7% | -56.1% | +48.4% | +0.2% |
| YTD | -23.0% | -38.9% | +15.9% | -20.7% |
| 1Y | -26.0% | -55.0% | +29.0% | -18.3% |
| All | -26.0% | -58.3% | +32.3% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling