+726.4%
FSLR vs GME
+335.9%
+390.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | 0.0% | +7.2% | -7.2% | -0.6% |
| 30D | -13.7% | +0.8% | -14.5% | -13.7% |
| 3M | -35.1% | -14.0% | -21.1% | -34.4% |
| 6M | +3.6% | -19.7% | +23.4% | +5.2% |
| YTD | -21.7% | -4.6% | -17.2% | -21.8% |
| 1Y | +1.3% | -14.3% | +15.6% | +2.0% |
| 3Y | +9.7% | +4.0% | +5.7% | -3.1% |
| 5Y | +117.4% | -62.2% | +179.6% | +99.8% |
| 10Y | +435.5% | +241.4% | +194.1% | +72.3% |
| All | +726.4% | +335.9% | +390.5% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling