+1.3%
FSLR vs GTLB
+14.4%
-13.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | 0.0% | +11.1% | -11.1% | -0.3% |
| 30D | -13.7% | +37.8% | -51.5% | -14.2% |
| 3M | -35.1% | +61.6% | -96.7% | -35.3% |
| 6M | +3.6% | +98.9% | -95.3% | +3.9% |
| YTD | -21.7% | +32.8% | -54.5% | -18.9% |
| 1Y | +1.3% | +14.7% | -13.4% | +10.2% |
| All | +1.3% | +14.4% | -13.2% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling