+726.4%
FSLR vs GPN
+343.5%
+382.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.8% |
| 7D | 0.0% | +0.8% | -0.8% | -0.4% |
| 30D | -13.7% | +5.8% | -19.4% | -16.2% |
| 3M | -35.1% | +37.0% | -72.1% | -44.7% |
| 6M | +3.6% | +20.1% | -16.5% | -7.4% |
| YTD | -21.7% | +20.4% | -42.1% | -31.1% |
| 1Y | +1.3% | +7.4% | -6.1% | -6.4% |
| 3Y | +9.7% | -26.1% | +35.8% | +15.1% |
| 5Y | +117.4% | -38.5% | +155.9% | +133.7% |
| 10Y | +435.5% | +28.4% | +407.1% | +207.6% |
| All | +726.4% | +343.5% | +382.9% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling