+20.0%
GE vs FSLR
+1.0%
+19.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -11.6% | -13.7% | +2.1% | -9.6% |
| 3M | +3.0% | -35.1% | +38.1% | +8.8% |
| 6M | -0.5% | +3.6% | -4.2% | -2.3% |
| YTD | +9.7% | -21.7% | +31.5% | +9.5% |
| 1Y | +20.0% | +1.3% | +18.8% | +25.3% |
| All | +20.0% | +1.0% | +19.0% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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