+447.0%
FSLR vs GSK
+80.2%
+366.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -4.9% | -4.8% |
| 7D | +0.2% | -3.6% | +3.8% | +1.0% |
| 30D | -15.1% | -5.9% | -9.2% | -14.1% |
| 3M | -22.5% | -4.3% | -18.3% | -22.0% |
| 6M | +4.0% | -10.8% | +14.7% | +6.2% |
| YTD | -22.3% | +1.8% | -24.0% | -23.2% |
| 1Y | 0.0% | +23.5% | -23.5% | -6.3% |
| 3Y | +10.9% | +49.5% | -38.7% | -3.0% |
| 5Y | +105.4% | +49.7% | +55.7% | +75.0% |
| 10Y | +447.0% | +81.9% | +365.1% | +311.8% |
| All | +447.0% | +80.2% | +366.8% | +311.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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