+455.6%
FSLR vs GME
+484.8%
-29.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -8.4% | +1.6% | -10.1% | -8.5% |
| 30D | -0.9% | -6.2% | +5.3% | -0.7% |
| 3M | -26.1% | +35.8% | -61.8% | -27.0% |
| 6M | -23.6% | +10.3% | -33.9% | -24.1% |
| YTD | -31.8% | +27.2% | -59.1% | -32.6% |
| 1Y | -32.6% | +19.1% | -51.7% | -33.2% |
| 3Y | +33.0% | +103.7% | -70.8% | +22.2% |
| 5Y | +56.8% | -50.0% | +106.8% | +48.5% |
| 10Y | +455.6% | +471.4% | -15.9% | +244.0% |
| All | +455.6% | +484.8% | -29.3% | +244.0% |
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