+726.4%
FSLR vs GPC
+442.8%
+283.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.1% |
| 7D | 0.0% | +1.2% | -1.2% | -0.7% |
| 30D | -13.7% | +6.0% | -19.6% | -16.4% |
| 3M | -35.1% | +42.6% | -77.7% | -47.9% |
| 6M | +3.6% | +22.8% | -19.1% | -10.0% |
| YTD | -21.7% | +15.5% | -37.2% | -30.6% |
| 1Y | +1.3% | +2.0% | -0.8% | -3.8% |
| 3Y | +9.7% | -1.4% | +11.1% | -1.1% |
| 5Y | +117.4% | +30.6% | +86.8% | +56.8% |
| 10Y | +435.5% | +80.6% | +354.9% | +171.2% |
| All | +726.4% | +442.8% | +283.6% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling