-35.6%
FSLR vs GWW
+60.2%
-95.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.3% | -3.5% |
| 7D | -12.0% | +3.7% | -15.7% | -12.9% |
| 30D | -7.7% | +13.6% | -21.3% | -11.0% |
| 3M | -24.0% | +15.4% | -39.4% | -27.1% |
| 6M | -24.4% | +21.8% | -46.2% | -30.2% |
| YTD | -34.0% | +50.0% | -84.1% | -48.8% |
| 1Y | -35.6% | +60.2% | -95.8% | -51.5% |
| All | -35.6% | +60.2% | -95.8% | -51.5% |
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 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