+162.4%
GE vs FSLR
+519.9%
-357.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.7% | +8.5% | +4.6% |
| 7D | +6.3% | +5.3% | +1.0% | +5.3% |
| 30D | +8.9% | +7.8% | +1.1% | +7.4% |
| 3M | -9.2% | -23.4% | +14.2% | -5.6% |
| 6M | +13.2% | -12.9% | +26.1% | +14.6% |
| YTD | +9.4% | -26.7% | +36.0% | +13.0% |
| 1Y | +9.8% | -28.4% | +38.2% | +13.6% |
| 3Y | +278.2% | +44.6% | +233.6% | +224.2% |
| 5Y | +396.0% | +67.9% | +328.1% | +289.8% |
| 10Y | +162.4% | +496.9% | -334.6% | +54.3% |
| All | +162.4% | +519.9% | -357.5% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling