+726.4%
FSLR vs GSK
+155.4%
+571.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.4% |
| 7D | 0.0% | -1.8% | +1.8% | +1.0% |
| 30D | -13.7% | -2.2% | -11.5% | -12.7% |
| 3M | -35.1% | -1.8% | -33.3% | -35.0% |
| 6M | +3.6% | -10.6% | +14.2% | +9.0% |
| YTD | -21.7% | +4.4% | -26.2% | -25.4% |
| 1Y | +1.3% | +30.4% | -29.1% | -16.2% |
| 3Y | +9.7% | +60.1% | -50.4% | -23.8% |
| 5Y | +117.4% | +46.8% | +70.6% | +51.9% |
| 10Y | +435.5% | +79.2% | +356.3% | +196.2% |
| All | +726.4% | +155.4% | +571.0% | +258.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling