+667.7%
GOOGL vs FSLR
+464.2%
+203.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | +1.6% | -8.4% | +10.0% | +2.9% |
| 30D | -16.8% | -0.9% | -15.9% | -16.8% |
| 3M | -14.6% | -26.1% | +11.5% | -10.7% |
| 6M | -24.4% | -23.6% | -0.8% | -21.9% |
| YTD | -6.1% | -31.8% | +25.8% | -2.0% |
| 1Y | +1.0% | -32.6% | +33.6% | +5.4% |
| 3Y | +123.4% | +33.0% | +90.4% | +95.0% |
| 5Y | +103.2% | +56.8% | +46.4% | +62.1% |
| 10Y | +667.7% | +455.6% | +212.2% | +344.9% |
| All | +667.7% | +464.2% | +203.5% | +344.9% |
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