+212.6%
GLW vs FSLR
+70.5%
+142.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.1% |
| 7D | -13.9% | +15.3% | -29.3% | -16.1% |
| 30D | -35.0% | +11.7% | -46.7% | -36.3% |
| 3M | -32.4% | -17.6% | -14.7% | -30.4% |
| 6M | -41.3% | -7.7% | -33.6% | -40.3% |
| YTD | +21.8% | -23.0% | +44.9% | +25.8% |
| 1Y | +21.8% | -26.0% | +47.9% | +26.4% |
| 3Y | +307.7% | +36.9% | +270.8% | +277.6% |
| All | +212.6% | +70.5% | +142.2% | +164.4% |
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 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