+620.7%
GEV vs FSLR
+32.0%
+588.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -7.5% | -13.7% | +6.2% | -4.5% |
| 3M | -2.2% | -35.1% | +32.9% | +7.1% |
| 6M | +12.1% | +3.6% | +8.5% | +10.1% |
| YTD | +44.4% | -21.7% | +66.1% | +49.4% |
| 1Y | +57.7% | +1.3% | +56.4% | +54.2% |
| All | +620.7% | +32.0% | +588.7% | +482.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling