+726.4%
FSLR vs GWW
+2,371.8%
-1,645.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | 0.0% | +1.4% | -1.4% | -0.8% |
| 30D | -13.7% | +3.3% | -16.9% | -15.4% |
| 3M | -35.1% | +2.9% | -38.0% | -36.7% |
| 6M | +3.6% | +15.8% | -12.1% | -5.9% |
| YTD | -21.7% | +32.0% | -53.8% | -34.4% |
| 1Y | +1.3% | +29.9% | -28.6% | -14.4% |
| 3Y | +9.7% | +91.1% | -81.4% | -29.3% |
| 5Y | +117.4% | +223.9% | -106.6% | -2.3% |
| 10Y | +435.5% | +567.0% | -131.5% | +21.0% |
| All | +726.4% | +2,371.8% | -1,645.4% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling