+447.0%
FSLR vs GWW
+553.5%
-106.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.5% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | -15.1% | -1.4% | -13.7% | -14.8% |
| 3M | -22.5% | -3.6% | -18.9% | -21.9% |
| 6M | +4.0% | +15.1% | -11.2% | -1.5% |
| YTD | -22.3% | +27.5% | -49.7% | -28.8% |
| 1Y | 0.0% | +29.6% | -29.6% | -8.9% |
| 3Y | +10.9% | +90.1% | -79.2% | -12.8% |
| 5Y | +105.4% | +222.6% | -117.2% | +35.1% |
| 10Y | +447.0% | +566.5% | -119.5% | +214.5% |
| All | +447.0% | +553.5% | -106.5% | +214.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling