+74.9%
FSLR vs GPC
+3.6%
+71.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.1% | +3.0% |
| 7D | +15.3% | +1.6% | +13.8% | +15.0% |
| 30D | +11.7% | -2.1% | +13.7% | +12.0% |
| 3M | -17.6% | -6.8% | -10.8% | -16.6% |
| 6M | -7.7% | +18.6% | -26.3% | -12.1% |
| YTD | -23.0% | +2.7% | -25.7% | -24.8% |
| 1Y | -26.0% | +1.8% | -27.8% | -27.6% |
| 3Y | +36.9% | +1.1% | +35.8% | +27.1% |
| All | +74.9% | +3.6% | +71.3% | +52.0% |
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