+96.9%
FSLR vs GWRE
+15.1%
+81.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +2.2% | -13.2% | +15.5% | +5.0% |
| 30D | -7.8% | -18.6% | +10.8% | -4.8% |
| 3M | -22.9% | +18.9% | -41.8% | -27.5% |
| 6M | +4.4% | -11.0% | +15.3% | +4.0% |
| YTD | -20.0% | -29.9% | +9.9% | -14.9% |
| 1Y | +2.8% | -44.3% | +47.2% | +17.3% |
| 3Y | +16.5% | +51.7% | -35.1% | -14.1% |
| All | +96.9% | +15.1% | +81.8% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling