+52.4%
GEV vs FSLR
-24.3%
+76.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.6% | -13.9% | -10.5% |
| 7D | -5.1% | +10.3% | -15.5% | -7.8% |
| 30D | -15.8% | +10.4% | -26.2% | -18.1% |
| 3M | -18.2% | -20.2% | +2.0% | -13.4% |
| 6M | -22.4% | -8.0% | -14.4% | -22.7% |
| YTD | +27.7% | -25.5% | +53.3% | +34.3% |
| 1Y | +52.4% | -26.0% | +78.3% | +57.4% |
| All | +52.4% | -24.3% | +76.6% | +57.4% |
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