+196.8%
GE vs FSLR
+721.0%
-524.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.3% |
| 7D | +7.1% | +15.3% | -8.2% | +4.7% |
| 30D | +6.5% | +11.7% | -5.2% | +4.6% |
| 3M | -13.6% | -17.6% | +4.0% | -11.2% |
| 6M | +6.0% | -7.7% | +13.7% | +6.3% |
| YTD | +5.4% | -23.0% | +28.4% | +8.1% |
| 1Y | +6.5% | -26.0% | +32.5% | +9.7% |
| 3Y | +268.6% | +36.9% | +231.7% | +225.1% |
| 5Y | +389.0% | +72.9% | +316.1% | +298.8% |
| 10Y | +163.3% | +519.3% | -356.0% | +62.5% |
| All | +196.8% | +721.0% | -524.2% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling