+211.6%
GM vs FSLR
+429.3%
-217.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -0.2% | -14.8% | +14.6% | +3.0% |
| 30D | +3.6% | -4.3% | +7.8% | +4.3% |
| 3M | -0.2% | -23.4% | +23.1% | +4.8% |
| 6M | +13.9% | -26.9% | +40.9% | +19.9% |
| YTD | +6.5% | -34.4% | +40.8% | +13.1% |
| 1Y | +20.7% | -33.2% | +53.9% | +27.5% |
| 3Y | +229.5% | +28.1% | +201.4% | +178.2% |
| 5Y | +41.5% | +54.5% | -13.0% | +7.1% |
| All | +211.6% | +429.3% | -217.7% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling