+420.9%
FSLR vs GRMN
+636.8%
-216.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.6% | -2.3% |
| 7D | -12.0% | -0.1% | -11.9% | -12.0% |
| 30D | -7.7% | +3.5% | -11.2% | -9.1% |
| 3M | -24.0% | -7.3% | -16.7% | -22.1% |
| 6M | -24.4% | +21.8% | -46.2% | -30.9% |
| YTD | -34.0% | +42.8% | -76.8% | -43.9% |
| 1Y | -35.6% | +46.5% | -82.1% | -45.7% |
| 3Y | +28.7% | +158.3% | -129.6% | -20.7% |
| 5Y | +55.3% | +122.6% | -67.3% | +0.9% |
| All | +420.9% | +636.8% | -216.0% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling