+453.5%
FSLR vs GME
+271.8%
+181.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.9% |
| 7D | -0.1% | +6.0% | -6.2% | -0.4% |
| 30D | -14.0% | +8.3% | -22.3% | -14.3% |
| 3M | -16.9% | -9.1% | -7.8% | -16.7% |
| 6M | +4.7% | -16.3% | +21.1% | +5.3% |
| YTD | -20.7% | +1.5% | -22.2% | -20.9% |
| 1Y | +1.7% | -16.3% | +18.0% | +2.1% |
| 3Y | +13.1% | +15.1% | -2.1% | +6.4% |
| 5Y | +108.4% | -57.2% | +165.6% | +98.8% |
| All | +453.5% | +271.8% | +181.7% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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