+1.0%
GOOGL vs FSLR
-33.8%
+34.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.3% |
| 7D | +1.6% | -8.4% | +10.0% | +2.8% |
| 30D | -16.8% | -0.9% | -15.9% | -16.8% |
| 3M | -14.6% | -26.1% | +11.5% | -11.0% |
| 6M | -24.4% | -23.6% | -0.8% | -22.6% |
| YTD | -6.1% | -31.8% | +25.8% | -5.6% |
| 1Y | +1.0% | -32.6% | +33.6% | +0.7% |
| All | +1.0% | -33.8% | +34.8% | +0.7% |
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