+123.5%
FSLR vs GME
-62.6%
+186.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.4% |
| 7D | +6.8% | +0.4% | +6.4% | +6.8% |
| 30D | -14.7% | -1.4% | -13.3% | -14.6% |
| 3M | -22.6% | -15.1% | -7.4% | -21.7% |
| 6M | +12.7% | -22.5% | +35.2% | +14.6% |
| YTD | -18.4% | -5.9% | -12.4% | -18.4% |
| 1Y | +4.9% | -18.6% | +23.6% | +6.0% |
| 3Y | +16.4% | +6.7% | +9.7% | -2.6% |
| 5Y | +123.5% | -62.0% | +185.5% | +108.4% |
| All | +123.5% | -62.6% | +186.0% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling