+61.4%
FSLR vs GTLB
-49.4%
+110.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -14.8% | -0.7% | -14.0% | -14.7% |
| 30D | -4.3% | -10.2% | +5.9% | -3.1% |
| 3M | -23.4% | +10.1% | -33.5% | -24.6% |
| 6M | -26.9% | +116.5% | -143.4% | -34.1% |
| YTD | -34.4% | +27.2% | -61.6% | -37.4% |
| 1Y | -33.2% | +8.6% | -41.8% | -34.9% |
| 3Y | +28.1% | +5.6% | +22.5% | +20.8% |
| 5Y | +54.5% | -61.8% | +116.3% | +44.4% |
| All | +61.4% | -49.4% | +110.7% | +48.9% |
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