+1,106.4%
GILD vs FSLR
+753.2%
+353.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -4.8% | +2.2% | -7.1% | -5.1% |
| 30D | +5.8% | -7.8% | +13.6% | +6.6% |
| 3M | +14.9% | -22.9% | +37.8% | +17.5% |
| 6M | -0.4% | +4.4% | -4.7% | -1.4% |
| YTD | +18.5% | -20.0% | +38.5% | +19.9% |
| 1Y | +25.1% | +2.8% | +22.3% | +22.9% |
| 3Y | +105.9% | +16.5% | +89.4% | +92.5% |
| 5Y | +143.0% | +110.3% | +32.7% | +107.0% |
| 10Y | +162.4% | +463.0% | -300.6% | +86.7% |
| All | +1,106.4% | +753.2% | +353.3% | +664.4% |
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 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