+16.4%
FSLR vs GME
+4.1%
+12.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.3% |
| 7D | +6.8% | +0.4% | +6.4% | +6.8% |
| 30D | -14.7% | -1.4% | -13.3% | -14.7% |
| 3M | -22.6% | -15.1% | -7.4% | -22.3% |
| 6M | +12.7% | -22.5% | +35.2% | +13.3% |
| YTD | -18.4% | -5.9% | -12.4% | -18.4% |
| 1Y | +4.9% | -18.6% | +23.6% | +5.3% |
| 3Y | +16.4% | +6.7% | +9.7% | +10.1% |
| All | +16.4% | +4.1% | +12.3% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling