+76.3%
FSLR vs GTLB
-63.6%
+139.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +3.0% |
| 7D | +15.3% | -11.1% | +26.4% | +16.9% |
| 30D | +11.7% | -7.5% | +19.2% | +12.5% |
| 3M | -17.6% | +34.8% | -52.4% | -21.0% |
| 6M | -7.7% | +98.0% | -105.7% | -16.1% |
| YTD | -23.0% | +28.1% | -51.1% | -26.6% |
| 1Y | -26.0% | +5.6% | -31.6% | -27.7% |
| 3Y | +36.9% | +15.9% | +20.9% | +27.5% |
| All | +76.3% | -63.6% | +139.9% | +53.1% |
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