+495.8%
FSLR vs GPC
+85.6%
+410.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.1% | +3.1% |
| 7D | +15.3% | +1.6% | +13.8% | +14.8% |
| 30D | +11.7% | -2.1% | +13.7% | +12.2% |
| 3M | -17.6% | -6.8% | -10.8% | -16.1% |
| 6M | -7.7% | +18.6% | -26.3% | -13.7% |
| YTD | -23.0% | +2.7% | -25.7% | -25.3% |
| 1Y | -26.0% | +1.8% | -27.8% | -28.1% |
| 3Y | +36.9% | +1.1% | +35.8% | +27.9% |
| 5Y | +72.9% | +4.1% | +68.9% | +57.5% |
| All | +495.8% | +85.6% | +410.2% | +337.1% |
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