+651.8%
GOOGL vs FSLR
+473.3%
+178.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.3% | +0.6% |
| 7D | +2.6% | -2.6% | +5.3% | +3.0% |
| 30D | -18.3% | +1.8% | -20.1% | -18.6% |
| 3M | -19.6% | -24.4% | +4.8% | -16.2% |
| 6M | -28.2% | -17.7% | -10.5% | -26.8% |
| YTD | -8.0% | -30.7% | +22.7% | -4.3% |
| 1Y | -0.7% | -33.6% | +32.9% | +3.9% |
| 3Y | +118.8% | +35.1% | +83.7% | +90.5% |
| 5Y | +98.9% | +63.1% | +35.8% | +57.5% |
| All | +651.8% | +473.3% | +178.6% | +334.6% |
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