+447.0%
FSLR vs GRMN
+628.0%
-181.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.5% | -4.3% |
| 7D | +0.2% | -1.4% | +1.6% | +0.8% |
| 30D | -15.1% | -13.1% | -2.1% | -10.4% |
| 3M | -22.5% | +14.9% | -37.5% | -27.3% |
| 6M | +4.0% | +13.1% | -9.2% | -2.2% |
| YTD | -22.3% | +35.3% | -57.5% | -32.2% |
| 1Y | 0.0% | +16.0% | -16.0% | -7.6% |
| 3Y | +10.9% | +179.6% | -168.7% | -35.1% |
| 5Y | +105.4% | +75.0% | +30.4% | +48.2% |
| 10Y | +447.0% | +644.1% | -197.1% | +104.7% |
| All | +447.0% | +628.0% | -181.0% | +104.7% |
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