+96.9%
FSLR vs GNRC
-58.7%
+155.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | -0.1% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | -7.8% | -15.7% | +7.9% | -2.6% |
| 3M | -22.9% | -27.3% | +4.4% | -14.9% |
| 6M | +4.4% | -12.1% | +16.4% | +7.8% |
| YTD | -20.0% | +37.1% | -57.1% | -29.5% |
| 1Y | +2.8% | -0.5% | +3.3% | 0.0% |
| 3Y | +16.5% | +61.5% | -45.0% | -6.1% |
| All | +96.9% | -58.7% | +155.6% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling