+105.9%
GILD vs FSLR
+12.8%
+93.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -4.8% | +2.2% | -7.1% | -4.9% |
| 30D | +5.8% | -7.8% | +13.6% | +6.0% |
| 3M | +14.9% | -22.9% | +37.8% | +15.6% |
| 6M | -0.4% | +4.4% | -4.7% | -0.4% |
| YTD | +18.5% | -20.0% | +38.5% | +18.7% |
| 1Y | +25.1% | +2.8% | +22.3% | +24.7% |
| 3Y | +105.9% | +16.5% | +89.4% | +99.0% |
| All | +105.9% | +12.8% | +93.0% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling