+36.9%
FSLR vs GTLB
+12.7%
+24.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +3.0% |
| 7D | +15.3% | -11.1% | +26.4% | +16.8% |
| 30D | +11.7% | -7.5% | +19.2% | +12.4% |
| 3M | -17.6% | +34.8% | -52.4% | -20.9% |
| 6M | -7.7% | +98.0% | -105.7% | -15.7% |
| YTD | -23.0% | +28.1% | -51.1% | -25.6% |
| 1Y | -26.0% | +5.6% | -31.6% | -26.3% |
| 3Y | +36.9% | +15.9% | +20.9% | +21.8% |
| All | +36.9% | +12.7% | +24.1% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling