+518.8%
GEV vs FSLR
+15.0%
+503.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.8% |
| 7D | -3.0% | -8.4% | +5.5% | -1.2% |
| 30D | -18.9% | -0.9% | -18.0% | -18.9% |
| 3M | -20.1% | -26.1% | +6.0% | -15.1% |
| 6M | -24.6% | -23.6% | -1.0% | -21.1% |
| YTD | +24.0% | -31.8% | +55.8% | +31.5% |
| 1Y | +40.6% | -32.6% | +73.2% | +49.5% |
| All | +518.8% | +15.0% | +503.8% | +412.4% |
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 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