-22.8%
GOOGL vs FSLR
-26.7%
+3.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.3% |
| 7D | +5.7% | -12.0% | +17.7% | +7.6% |
| 30D | -15.6% | -7.7% | -7.9% | -14.7% |
| 3M | -13.0% | -24.0% | +11.0% | -9.7% |
| 6M | -22.8% | -24.4% | +1.7% | -20.7% |
| All | -22.8% | -26.7% | +3.9% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling