+458.5%
FSLR vs GPN
+28.2%
+430.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +2.2% | -4.6% | +6.8% | +3.6% |
| 30D | -7.8% | -0.3% | -7.6% | -7.9% |
| 3M | -22.9% | +35.4% | -58.4% | -30.2% |
| 6M | +4.4% | +21.7% | -17.3% | -3.0% |
| YTD | -20.0% | +14.9% | -34.9% | -24.9% |
| 1Y | +2.8% | +3.2% | -0.4% | -0.6% |
| 3Y | +16.5% | -27.1% | +43.7% | +22.0% |
| 5Y | +110.3% | -44.4% | +154.6% | +134.5% |
| All | +458.5% | +28.2% | +430.3% | +328.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling