+129.6%
FSLR vs GRAB
-74.3%
+203.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | +2.2% | -10.8% | +13.1% | +4.0% |
| 30D | -7.8% | -15.5% | +7.7% | -5.5% |
| 3M | -22.9% | -9.0% | -14.0% | -22.0% |
| 6M | +4.4% | -21.6% | +26.0% | +7.9% |
| YTD | -20.0% | -38.9% | +18.9% | -14.2% |
| 1Y | +2.8% | -44.8% | +47.7% | +11.9% |
| 3Y | +16.5% | -18.4% | +35.0% | +16.9% |
| 5Y | +110.3% | -71.6% | +181.9% | +121.2% |
| All | +129.6% | -74.3% | +203.9% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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