+123.5%
FSLR vs GSK
+46.9%
+76.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +4.6% |
| 7D | +6.8% | -4.2% | +11.0% | +7.3% |
| 30D | -14.7% | -7.5% | -7.2% | -14.0% |
| 3M | -22.6% | -3.3% | -19.3% | -22.4% |
| 6M | +12.7% | -9.3% | +22.0% | +13.8% |
| YTD | -18.4% | +1.6% | -20.0% | -18.8% |
| 1Y | +4.9% | +25.5% | -20.6% | +1.0% |
| 3Y | +16.4% | +49.3% | -32.9% | +8.3% |
| 5Y | +123.5% | +46.7% | +76.8% | +85.0% |
| All | +123.5% | +46.9% | +76.6% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling