+713.0%
FSLR vs GRMN
+969.4%
-256.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.9% |
| 7D | +15.3% | +4.7% | +10.6% | +13.0% |
| 30D | +11.7% | +3.4% | +8.3% | +9.7% |
| 3M | -17.6% | -5.0% | -12.6% | -16.2% |
| 6M | -7.7% | +18.6% | -26.3% | -15.8% |
| YTD | -23.0% | +42.5% | -65.5% | -35.9% |
| 1Y | -26.0% | +42.3% | -68.4% | -38.3% |
| 3Y | +36.9% | +158.5% | -121.6% | -18.3% |
| 5Y | +72.9% | +123.6% | -50.6% | +8.7% |
| 10Y | +519.3% | +682.5% | -163.2% | +108.3% |
| All | +713.0% | +969.4% | -256.3% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling