+436.6%
GE vs FSLR
+117.9%
+318.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.0% |
| 3M | +3.0% | -35.1% | +38.1% | +8.2% |
| 6M | -0.5% | +3.6% | -4.2% | -1.5% |
| YTD | +9.7% | -21.7% | +31.5% | +11.7% |
| 1Y | +20.0% | +1.3% | +18.8% | +18.1% |
| 3Y | +275.8% | +9.7% | +266.1% | +248.1% |
| All | +436.6% | +117.9% | +318.6% | +315.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling