+15.5%
FSLR vs GNRC
+57.0%
-41.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +3.0% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | -14.0% | -15.8% | +1.8% | -8.4% |
| 3M | -16.9% | -24.0% | +7.1% | -8.3% |
| 6M | +4.7% | -13.8% | +18.5% | +9.5% |
| YTD | -20.7% | +33.2% | -53.9% | -31.5% |
| 1Y | +1.7% | -1.8% | +3.5% | -1.1% |
| All | +15.5% | +57.0% | -41.5% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling