+726.4%
FSLR vs GRMN
+933.4%
-207.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | 0.0% | -2.9% | +2.9% | +1.3% |
| 30D | -13.7% | -8.4% | -5.2% | -10.3% |
| 3M | -35.1% | +15.0% | -50.1% | -39.6% |
| 6M | +3.6% | +11.2% | -7.6% | -2.6% |
| YTD | -21.7% | +37.7% | -59.4% | -33.5% |
| 1Y | +1.3% | +18.5% | -17.2% | -8.3% |
| 3Y | +9.7% | +175.8% | -166.1% | -36.5% |
| 5Y | +117.4% | +75.1% | +42.3% | +52.8% |
| 10Y | +435.5% | +637.0% | -201.5% | +86.2% |
| All | +726.4% | +933.4% | -207.0% | +41.0% |
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