+606.9%
GEV vs FSLR
+33.8%
+573.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -3.3% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -8.7% | -14.0% | +5.3% | -5.7% |
| 3M | +6.6% | -16.9% | +23.5% | +10.7% |
| 6M | +10.2% | +4.7% | +5.5% | +8.0% |
| YTD | +41.6% | -20.7% | +62.3% | +46.1% |
| 1Y | +43.9% | +1.7% | +42.2% | +40.6% |
| All | +606.9% | +33.8% | +573.1% | +469.5% |
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