+2,224.2%
GOOGL vs FSLR
+638.7%
+1,585.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.3% | +0.6% |
| 7D | +2.6% | -2.6% | +5.3% | +3.0% |
| 30D | -18.3% | +1.8% | -20.1% | -18.6% |
| 3M | -19.6% | -24.4% | +4.8% | -16.5% |
| 6M | -28.2% | -17.7% | -10.5% | -26.8% |
| YTD | -8.0% | -30.7% | +22.7% | -4.5% |
| 1Y | -0.7% | -33.6% | +32.9% | +3.7% |
| 3Y | +118.8% | +35.1% | +83.7% | +95.1% |
| 5Y | +98.9% | +63.1% | +35.8% | +66.1% |
| 10Y | +643.6% | +466.4% | +177.2% | +383.0% |
| All | +2,224.2% | +638.7% | +1,585.5% | +1,376.5% |
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