+87.4%
FSLR vs GNRC
+2,120.5%
-2,033.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.8% |
| 7D | +6.8% | +4.8% | +2.0% | +5.0% |
| 30D | -14.7% | -10.4% | -4.3% | -11.6% |
| 3M | -22.6% | -28.5% | +5.9% | -13.2% |
| 6M | +12.7% | -6.8% | +19.5% | +14.0% |
| YTD | -18.4% | +39.5% | -57.8% | -29.7% |
| 1Y | +4.9% | +3.4% | +1.5% | -0.1% |
| 3Y | +16.4% | +65.1% | -48.7% | -9.4% |
| 5Y | +123.5% | -57.1% | +180.5% | +159.2% |
| 10Y | +454.3% | +432.5% | +21.8% | +149.5% |
| All | +87.4% | +2,120.5% | -2,033.1% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling