+39.4%
GM vs FSLR
-24.3%
+63.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +3.9% |
| 7D | +12.1% | +10.3% | +1.7% | +10.4% |
| 30D | +15.2% | +10.4% | +4.8% | +13.4% |
| 3M | +4.9% | -20.2% | +25.0% | +7.3% |
| 6M | +22.6% | -8.0% | +30.6% | +23.9% |
| YTD | +14.4% | -25.5% | +40.0% | +16.6% |
| 1Y | +39.4% | -26.0% | +65.4% | +41.4% |
| All | +39.4% | -24.3% | +63.7% | +41.4% |
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 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