+466.4%
FSLR vs GSK
+102.9%
+363.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.4% |
| 7D | -2.6% | +5.2% | -7.8% | -3.7% |
| 30D | +1.8% | +10.2% | -8.4% | -0.4% |
| 3M | -24.4% | -0.9% | -23.5% | -24.4% |
| 6M | -17.7% | +3.5% | -21.2% | -18.8% |
| YTD | -30.7% | +7.2% | -37.9% | -32.4% |
| 1Y | -33.6% | +12.0% | -45.6% | -35.9% |
| 3Y | +35.1% | +67.3% | -32.2% | +15.0% |
| 5Y | +63.1% | +45.3% | +17.8% | +41.8% |
| 10Y | +466.4% | +101.8% | +364.7% | +312.6% |
| All | +466.4% | +102.9% | +363.5% | +312.6% |
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