+56.8%
FSLR vs GWW
+224.6%
-167.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -8.4% | 0.0% | -8.4% | -8.5% |
| 30D | -0.9% | +14.0% | -14.9% | -5.7% |
| 3M | -26.1% | +14.4% | -40.4% | -30.0% |
| 6M | -23.6% | +21.7% | -45.3% | -29.8% |
| YTD | -31.8% | +48.4% | -80.3% | -42.5% |
| 1Y | -32.6% | +58.4% | -91.0% | -44.6% |
| 3Y | +33.0% | +92.3% | -59.3% | -3.5% |
| 5Y | +56.8% | +221.8% | -165.0% | -17.8% |
| All | +56.8% | +224.6% | -167.8% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling