+664.1%
GLW vs FSLR
+721.0%
-56.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.1% |
| 7D | -13.9% | +15.3% | -29.3% | -16.3% |
| 30D | -35.0% | +11.7% | -46.7% | -36.4% |
| 3M | -32.4% | -17.6% | -14.7% | -30.1% |
| 6M | -41.3% | -7.7% | -33.6% | -40.4% |
| YTD | +21.8% | -23.0% | +44.9% | +26.8% |
| 1Y | +21.8% | -26.0% | +47.9% | +27.8% |
| 3Y | +307.7% | +36.9% | +270.8% | +260.7% |
| 5Y | +213.7% | +72.9% | +140.8% | +153.5% |
| 10Y | +509.3% | +519.3% | -10.0% | +258.0% |
| All | +664.1% | +721.0% | -56.9% | +306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling