+1.3%
FSLR vs GWRE
-25.4%
+26.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -19.9% | +18.5% | -1.4% |
| 7D | 0.0% | -21.1% | +21.1% | 0.0% |
| 30D | -13.7% | +1.3% | -15.0% | -13.4% |
| 3M | -35.1% | +7.4% | -42.5% | -34.3% |
| 6M | +3.6% | +5.6% | -2.0% | +5.3% |
| YTD | -21.7% | -19.2% | -2.5% | -17.7% |
| 1Y | +1.3% | -25.1% | +26.4% | +6.1% |
| All | +1.3% | -25.4% | +26.7% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling