+16.4%
FSLR vs GWW
+91.5%
-75.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +5.0% |
| 7D | +6.8% | -1.5% | +8.3% | +7.2% |
| 30D | -14.7% | +1.1% | -15.8% | -15.1% |
| 3M | -22.6% | -1.0% | -21.6% | -22.7% |
| 6M | +12.7% | +16.3% | -3.6% | +6.6% |
| YTD | -18.4% | +28.5% | -46.9% | -25.1% |
| 1Y | +4.9% | +30.3% | -25.3% | -4.1% |
| 3Y | +16.4% | +91.6% | -75.2% | -6.4% |
| All | +16.4% | +91.5% | -75.1% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling