+67.7%
FSLR vs GTLB
-49.8%
+117.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -8.4% | -9.6% | +1.2% | -7.3% |
| 30D | -0.9% | -15.5% | +14.6% | +1.0% |
| 3M | -26.1% | +12.4% | -38.4% | -27.4% |
| 6M | -23.6% | +84.6% | -108.2% | -29.9% |
| YTD | -31.8% | +26.1% | -57.9% | -34.9% |
| 1Y | -32.6% | +1.7% | -34.3% | -33.7% |
| 3Y | +33.0% | +6.1% | +26.9% | +25.4% |
| 5Y | +56.8% | -61.1% | +117.9% | +46.4% |
| All | +67.7% | -49.8% | +117.5% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling