+28.1%
FSLR vs GPC
+0.2%
+27.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -14.8% | +0.4% | -15.2% | -14.8% |
| 30D | -4.3% | -6.3% | +2.0% | -3.8% |
| 3M | -23.4% | -8.2% | -15.2% | -22.9% |
| 6M | -26.9% | +27.1% | -54.0% | -29.1% |
| YTD | -34.4% | +3.1% | -37.5% | -35.3% |
| 1Y | -33.2% | +0.1% | -33.3% | -33.9% |
| 3Y | +28.1% | +0.2% | +27.8% | +15.2% |
| All | +28.1% | +0.2% | +27.9% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling