+418.1%
FSLR vs GWW
+658.3%
-240.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -14.8% | +3.6% | -18.3% | -15.8% |
| 30D | -4.3% | +12.1% | -16.4% | -7.9% |
| 3M | -23.4% | +12.9% | -36.3% | -26.6% |
| 6M | -26.9% | +19.3% | -46.3% | -31.6% |
| YTD | -34.4% | +48.7% | -83.1% | -43.1% |
| 1Y | -33.2% | +60.5% | -93.7% | -43.6% |
| 3Y | +28.1% | +93.3% | -65.2% | -0.2% |
| 5Y | +54.5% | +219.0% | -164.4% | +0.4% |
| All | +418.1% | +658.3% | -240.2% | +164.7% |
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