+447.0%
FSLR vs GPC
+83.6%
+363.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.6% | -5.0% |
| 7D | +0.2% | -0.6% | +0.9% | +0.4% |
| 30D | -15.1% | +1.3% | -16.4% | -15.6% |
| 3M | -22.5% | +37.1% | -59.6% | -30.4% |
| 6M | +4.0% | +23.2% | -19.2% | -3.8% |
| YTD | -22.3% | +13.1% | -35.3% | -26.6% |
| 1Y | 0.0% | +0.9% | -0.8% | -2.1% |
| 3Y | +10.9% | -0.8% | +11.7% | +5.3% |
| 5Y | +105.4% | +31.1% | +74.3% | +72.8% |
| 10Y | +447.0% | +87.4% | +359.6% | +315.7% |
| All | +447.0% | +83.6% | +363.4% | +315.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded GPC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling