+151.5%
GE vs FSLR
+464.5%
-312.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.4% |
| 7D | +1.2% | +6.8% | -5.7% | +0.1% |
| 30D | -9.5% | -14.7% | +5.2% | -7.2% |
| 3M | +4.1% | -22.6% | +26.7% | +8.1% |
| 6M | +3.9% | +12.7% | -8.8% | +1.2% |
| YTD | +9.0% | -18.4% | +27.4% | +11.0% |
| 1Y | +21.9% | +4.9% | +17.0% | +18.5% |
| 3Y | +281.8% | +16.4% | +265.4% | +243.1% |
| 5Y | +436.7% | +123.5% | +313.3% | +300.9% |
| 10Y | +151.5% | +454.3% | -302.8% | +47.2% |
| All | +151.5% | +464.5% | -312.9% | +47.2% |
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