+562.0%
GLW vs FSLR
+464.2%
+97.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +7.7% |
| 7D | +1.4% | -8.4% | +9.9% | +3.0% |
| 30D | -18.2% | -0.9% | -17.3% | -18.3% |
| 3M | -24.2% | -26.1% | +1.9% | -20.2% |
| 6M | -41.7% | -23.6% | -18.1% | -38.8% |
| YTD | +38.3% | -31.8% | +70.1% | +47.0% |
| 1Y | +38.2% | -32.6% | +70.8% | +47.1% |
| 3Y | +363.4% | +33.0% | +330.4% | +314.0% |
| 5Y | +254.6% | +56.8% | +197.8% | +190.7% |
| 10Y | +562.0% | +455.6% | +106.4% | +303.6% |
| All | +562.0% | +464.2% | +97.8% | +303.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling