+137.7%
GOOGL vs FSLR
+116.7%
+21.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.6% |
| 7D | +1.1% | +6.8% | -5.8% | +0.2% |
| 30D | -4.4% | -14.7% | +10.3% | -2.5% |
| 3M | -6.8% | -22.6% | +15.8% | -4.0% |
| 6M | +13.6% | +12.7% | +0.9% | +11.0% |
| YTD | +8.3% | -18.4% | +26.7% | +9.6% |
| 1Y | +44.9% | +4.9% | +40.0% | +41.6% |
| 3Y | +150.5% | +16.4% | +134.1% | +129.5% |
| 5Y | +137.7% | +123.5% | +14.3% | +72.1% |
| All | +137.7% | +116.7% | +21.0% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling