+4.4%
GOOGL vs FSLR
-24.3%
+28.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.5% | +2.4% |
| 7D | -11.1% | +10.3% | -21.4% | -12.5% |
| 30D | -16.6% | +10.4% | -27.0% | -17.9% |
| 3M | -23.4% | -20.2% | -3.3% | -21.0% |
| 6M | -24.5% | -8.0% | -16.5% | -25.0% |
| YTD | -7.5% | -25.5% | +18.0% | -7.7% |
| 1Y | +4.4% | -26.0% | +30.3% | +3.3% |
| All | +4.4% | -24.3% | +28.6% | +3.3% |
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