+51.8%
FSLR vs GRMN
+158.2%
-106.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +15.3% | +4.7% | +10.6% | +14.1% |
| 30D | +11.7% | +3.4% | +8.3% | +10.6% |
| 3M | -17.6% | -5.0% | -12.6% | -16.8% |
| 6M | -7.7% | +18.6% | -26.3% | -12.0% |
| YTD | -23.0% | +42.5% | -65.5% | -30.1% |
| 1Y | -26.0% | +42.3% | -68.4% | -32.8% |
| All | +51.8% | +158.2% | -106.5% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling