+452.3%
FSLR vs GWRE
+793.8%
-341.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.8% | +12.1% | +6.6% |
| 7D | +6.8% | -25.6% | +32.4% | +15.4% |
| 30D | -14.7% | -12.2% | -2.5% | -12.6% |
| 3M | -22.6% | +17.7% | -40.3% | -28.6% |
| 6M | +12.7% | -11.3% | +24.1% | +11.4% |
| YTD | -18.4% | -25.5% | +7.2% | -15.4% |
| 1Y | +4.9% | -42.8% | +47.8% | +19.0% |
| 3Y | +16.4% | +59.0% | -42.6% | -14.0% |
| 5Y | +123.5% | +21.6% | +101.9% | +77.7% |
| 10Y | +454.3% | +139.2% | +315.1% | +242.7% |
| All | +452.3% | +793.8% | -341.5% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling