+458.5%
FSLR vs GWRE
+131.0%
+327.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +2.2% | -13.2% | +15.5% | +6.5% |
| 30D | -7.8% | -18.6% | +10.8% | -3.3% |
| 3M | -22.9% | +18.9% | -41.8% | -29.7% |
| 6M | +4.4% | -11.0% | +15.3% | +2.8% |
| YTD | -20.0% | -29.9% | +9.9% | -14.8% |
| 1Y | +2.8% | -44.3% | +47.2% | +19.6% |
| 3Y | +16.5% | +51.7% | -35.1% | -18.3% |
| 5Y | +110.3% | +15.4% | +94.8% | +64.0% |
| All | +458.5% | +131.0% | +327.5% | +198.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling