+474.3%
FSLR vs GPC
+82.0%
+392.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +5.2% |
| 7D | +6.8% | +0.2% | +6.6% | +6.7% |
| 30D | -14.7% | -0.4% | -14.3% | -14.7% |
| 3M | -22.6% | +39.2% | -61.7% | -30.8% |
| 6M | +12.7% | +18.2% | -5.5% | +5.7% |
| YTD | -18.4% | +12.1% | -30.5% | -22.7% |
| 1Y | +4.9% | -0.7% | +5.6% | +3.2% |
| 3Y | +16.4% | -1.7% | +18.1% | +10.8% |
| 5Y | +123.5% | +29.3% | +94.2% | +88.9% |
| All | +474.3% | +82.0% | +392.3% | +337.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling