+627.7%
GEV vs FSLR
+31.2%
+596.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -1.0% |
| 7D | +3.2% | +0.2% | +2.9% | +3.1% |
| 30D | -4.0% | -15.1% | +11.1% | -0.5% |
| 3M | +3.4% | -22.5% | +25.9% | +9.1% |
| 6M | +14.7% | +4.0% | +10.7% | +12.6% |
| YTD | +45.8% | -22.3% | +68.0% | +51.1% |
| 1Y | +57.4% | 0.0% | +57.4% | +54.4% |
| All | +627.7% | +31.2% | +596.5% | +489.0% |
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