+2,315.8%
GOOGL vs FSLR
+603.3%
+1,712.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.3% |
| 7D | +5.7% | -12.0% | +17.7% | +7.7% |
| 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% | -20.3% |
| YTD | -4.4% | -34.0% | +29.7% | 0.0% |
| 1Y | +4.5% | -35.6% | +40.0% | +9.5% |
| 3Y | +127.4% | +28.7% | +98.8% | +104.2% |
| 5Y | +102.8% | +55.3% | +47.5% | +70.6% |
| 10Y | +681.5% | +437.4% | +244.0% | +411.4% |
| All | +2,315.8% | +603.3% | +1,712.5% | +1,445.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling