+116.4%
FSLR vs GPC
+30.9%
+85.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | 0.0% | +1.2% | -1.2% | -0.3% |
| 30D | -13.7% | +6.0% | -19.6% | -14.7% |
| 3M | -35.1% | +42.6% | -77.7% | -40.4% |
| 6M | +3.6% | +22.8% | -19.1% | -1.8% |
| YTD | -21.7% | +15.5% | -37.2% | -25.3% |
| 1Y | +1.3% | +2.0% | -0.8% | -0.3% |
| 3Y | +9.7% | -1.4% | +11.1% | +5.9% |
| All | +116.4% | +30.9% | +85.5% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling