+382.5%
GLW vs FSLR
+116.7%
+265.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.3% | +3.3% | +6.8% |
| 7D | +14.0% | +6.8% | +7.2% | +12.8% |
| 30D | +0.4% | -14.7% | +15.1% | +2.9% |
| 3M | -11.3% | -22.6% | +11.2% | -7.7% |
| 6M | +35.1% | +12.7% | +22.4% | +34.2% |
| YTD | +90.5% | -18.4% | +108.9% | +95.3% |
| 1Y | +132.0% | +4.9% | +127.1% | +131.2% |
| 3Y | +463.3% | +16.4% | +446.9% | +432.5% |
| 5Y | +382.5% | +123.5% | +259.0% | +295.6% |
| All | +382.5% | +116.7% | +265.8% | +295.6% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling