+746.7%
GOOGL vs FSLR
+431.1%
+315.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -1.5% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | -7.5% | -15.1% | +7.7% | -5.1% |
| 3M | -9.2% | -22.5% | +13.4% | -5.7% |
| 6M | +8.1% | +4.0% | +4.1% | +6.4% |
| YTD | +5.8% | -22.3% | +28.1% | +8.4% |
| 1Y | +38.3% | 0.0% | +38.3% | +35.4% |
| 3Y | +144.8% | +10.9% | +133.9% | +122.3% |
| 5Y | +132.5% | +105.4% | +27.2% | +77.5% |
| 10Y | +746.7% | +447.0% | +299.7% | +388.8% |
| All | +746.7% | +431.1% | +315.6% | +388.8% |
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