+41.4%
GS vs FSLR
+1.0%
+40.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -1.6% | -13.7% | +12.1% | +1.2% |
| 3M | -4.5% | -35.1% | +30.6% | +2.9% |
| 6M | +20.9% | +3.6% | +17.2% | +20.1% |
| YTD | +19.9% | -21.7% | +41.6% | +22.2% |
| 1Y | +41.4% | +1.3% | +40.1% | +46.4% |
| All | +41.4% | +1.0% | +40.4% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling