+2,637.3%
GOOGL vs FSLR
+734.5%
+1,902.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -6.6% | -13.7% | +7.1% | -4.6% |
| 3M | -8.9% | -35.1% | +26.1% | -3.3% |
| 6M | +11.9% | +3.6% | +8.2% | +10.4% |
| YTD | +8.3% | -21.7% | +30.1% | +10.8% |
| 1Y | +46.2% | +1.3% | +44.9% | +43.3% |
| 3Y | +151.9% | +9.7% | +142.2% | +132.2% |
| 5Y | +137.7% | +117.4% | +20.3% | +90.2% |
| 10Y | +757.6% | +435.5% | +322.1% | +460.7% |
| All | +2,637.3% | +734.5% | +1,902.8% | +1,612.7% |
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 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