+631.5%
FSLR vs GRMN
+980.9%
-349.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.5% | -5.1% |
| 7D | -2.6% | +6.3% | -9.0% | -5.3% |
| 30D | +1.8% | +7.6% | -5.8% | -1.7% |
| 3M | -24.4% | -7.5% | -16.9% | -22.2% |
| 6M | -17.7% | +21.2% | -38.9% | -25.6% |
| YTD | -30.7% | +44.0% | -74.8% | -42.6% |
| 1Y | -33.6% | +44.7% | -78.4% | -45.1% |
| 3Y | +35.1% | +160.5% | -125.4% | -19.6% |
| 5Y | +63.1% | +124.6% | -61.6% | +2.3% |
| 10Y | +466.4% | +651.6% | -185.2% | +94.2% |
| All | +631.5% | +980.9% | -349.4% | +21.6% |
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