+52.6%
FSLR vs GSK
+44.4%
+8.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -14.8% | +1.1% | -15.9% | -14.9% |
| 30D | -4.3% | +6.3% | -10.6% | -4.9% |
| 3M | -23.4% | +1.8% | -25.2% | -23.5% |
| 6M | -26.9% | +1.7% | -28.6% | -27.2% |
| YTD | -34.4% | +6.5% | -40.9% | -35.0% |
| 1Y | -33.2% | +9.5% | -42.7% | -34.1% |
| 3Y | +28.1% | +65.3% | -37.2% | +18.3% |
| All | +52.6% | +44.4% | +8.2% | +28.0% |
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