+232.7%
GLW vs FSLR
+53.9%
+178.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | +7.7% | -14.8% | +22.5% | +10.6% |
| 30D | -18.8% | -4.3% | -14.5% | -18.4% |
| 3M | -27.7% | -23.4% | -4.4% | -24.8% |
| 6M | -44.4% | -26.9% | -17.5% | -41.4% |
| YTD | +31.3% | -34.4% | +65.7% | +39.1% |
| 1Y | +40.0% | -33.2% | +73.3% | +48.1% |
| 3Y | +339.2% | +28.1% | +311.2% | +312.3% |
| All | +232.7% | +53.9% | +178.9% | +191.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling