+100.8%
FSLR vs GTLB
-50.0%
+150.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.4% | +9.7% | +5.0% |
| 7D | +6.8% | +4.6% | +2.2% | +6.1% |
| 30D | -14.7% | +21.0% | -35.7% | -16.9% |
| 3M | -22.6% | +51.7% | -74.3% | -26.7% |
| 6M | +12.7% | +89.3% | -76.6% | +3.0% |
| YTD | -18.4% | +25.6% | -44.0% | -21.8% |
| 1Y | +4.9% | -1.5% | +6.5% | +3.6% |
| 3Y | +16.4% | -9.9% | +26.3% | +12.1% |
| All | +100.8% | -50.0% | +150.8% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling