+123.2%
GLW vs FSLR
+1.0%
+122.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.3% |
| 7D | +3.8% | 0.0% | +3.8% | +3.7% |
| 30D | -1.3% | -13.7% | +12.3% | +4.5% |
| 3M | -21.8% | -35.1% | +13.3% | -8.8% |
| 6M | +6.9% | +3.6% | +3.3% | +9.2% |
| YTD | +77.2% | -21.7% | +98.9% | +87.4% |
| 1Y | +123.2% | +1.3% | +122.0% | +153.4% |
| All | +123.2% | +1.0% | +122.2% | +153.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling