0.0%
FSLR vs GME
-13.9%
+13.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.3% | -10.1% | -4.7% |
| 7D | +0.2% | +4.8% | -4.6% | +0.3% |
| 30D | -15.1% | +5.9% | -21.0% | -15.1% |
| 3M | -22.5% | -10.7% | -11.8% | -22.4% |
| 6M | +4.0% | -19.8% | +23.7% | +4.8% |
| YTD | -22.3% | -0.9% | -21.3% | -23.6% |
| 1Y | 0.0% | -15.7% | +15.7% | -0.4% |
| All | 0.0% | -13.9% | +13.9% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling