+246.5%
GM vs FSLR
+65.3%
+181.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.1% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -1.4% | -13.7% | +12.3% | +1.1% |
| 3M | +5.9% | -35.1% | +41.0% | +13.5% |
| 6M | +12.4% | +3.6% | +8.8% | +10.6% |
| YTD | +8.6% | -21.7% | +30.4% | +11.4% |
| 1Y | +52.6% | +1.3% | +51.3% | +48.7% |
| 3Y | +169.7% | +9.7% | +159.9% | +145.2% |
| 5Y | +87.5% | +117.4% | -29.8% | +45.1% |
| 10Y | +233.0% | +435.5% | -202.5% | +107.7% |
| All | +246.5% | +65.3% | +181.2% | +169.4% |
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 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