+713.0%
FSLR vs GPC
+382.8%
+330.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.1% | +3.5% |
| 7D | +15.3% | +1.6% | +13.8% | +14.4% |
| 30D | +11.7% | -2.1% | +13.7% | +12.5% |
| 3M | -17.6% | -6.8% | -10.8% | -14.9% |
| 6M | -7.7% | +18.6% | -26.3% | -18.4% |
| YTD | -23.0% | +2.7% | -25.7% | -27.6% |
| 1Y | -26.0% | +1.8% | -27.8% | -30.2% |
| 3Y | +36.9% | +1.1% | +35.8% | +20.0% |
| 5Y | +72.9% | +4.1% | +68.9% | +43.5% |
| 10Y | +519.3% | +88.2% | +431.0% | +188.3% |
| All | +713.0% | +382.8% | +330.2% | +47.9% |
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