+27.7%
GLW vs FSLR
-33.7%
+61.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.3% | -0.9% |
| 7D | -11.1% | -2.6% | -8.5% | -10.7% |
| 30D | -28.4% | +1.8% | -30.2% | -29.5% |
| 3M | -28.8% | -24.4% | -4.4% | -20.2% |
| 6M | -39.8% | -17.7% | -22.1% | -33.4% |
| YTD | +28.7% | -30.7% | +59.5% | +42.9% |
| 1Y | +27.7% | -33.6% | +61.3% | +45.1% |
| All | +27.7% | -33.7% | +61.4% | +45.1% |
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