+1.3%
FSLR vs GRMN
+18.2%
-16.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | 0.0% | -2.9% | +2.9% | +0.8% |
| 30D | -13.7% | -8.4% | -5.2% | -11.7% |
| 3M | -35.1% | +15.0% | -50.1% | -37.6% |
| 6M | +3.6% | +11.2% | -7.6% | -0.1% |
| YTD | -21.7% | +37.7% | -59.4% | -29.7% |
| 1Y | +1.3% | +18.5% | -17.2% | -4.9% |
| All | +1.3% | +18.2% | -16.9% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1y: compounded portfolio wealth divided by compounded GRMN 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…
1y analysis · Full analysis span regression · 6 months rolling