+1.3%
FSLR vs GWW
+31.2%
-29.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | 0.0% | +1.4% | -1.4% | -0.5% |
| 30D | -13.7% | +3.3% | -16.9% | -14.8% |
| 3M | -35.1% | +2.9% | -38.0% | -36.5% |
| 6M | +3.6% | +15.8% | -12.1% | -5.6% |
| YTD | -21.7% | +32.0% | -53.8% | -35.6% |
| 1Y | +1.3% | +29.9% | -28.6% | -19.1% |
| All | +1.3% | +31.2% | -29.9% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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