+458.5%
FSLR vs GNRC
+448.8%
+9.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | -0.2% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | -7.8% | -15.7% | +7.9% | -1.9% |
| 3M | -22.9% | -27.3% | +4.4% | -13.8% |
| 6M | +4.4% | -12.1% | +16.4% | +7.9% |
| YTD | -20.0% | +37.1% | -57.1% | -31.1% |
| 1Y | +2.8% | -0.5% | +3.3% | -0.9% |
| 3Y | +16.5% | +61.5% | -45.0% | -9.9% |
| 5Y | +110.3% | -58.6% | +168.8% | +159.4% |
| All | +458.5% | +448.8% | +9.6% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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