+526.6%
GEV vs FSLR
+11.3%
+515.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.5% | +2.0% |
| 7D | +6.2% | -12.0% | +18.2% | +9.1% |
| 30D | -18.4% | -7.7% | -10.8% | -17.2% |
| 3M | -21.2% | -24.0% | +2.8% | -16.9% |
| 6M | -23.6% | -24.4% | +0.9% | -19.9% |
| YTD | +25.5% | -34.0% | +59.6% | +34.1% |
| 1Y | +42.6% | -35.6% | +78.2% | +53.1% |
| All | +526.6% | +11.3% | +515.4% | +422.5% |
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 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