+654.3%
GS vs FSLR
+431.5%
+222.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -1.6% | -13.7% | +12.1% | +0.8% |
| 3M | -4.5% | -35.1% | +30.6% | +2.3% |
| 6M | +20.9% | +3.6% | +17.2% | +19.5% |
| YTD | +19.9% | -21.7% | +41.6% | +23.3% |
| 1Y | +41.4% | +1.3% | +40.1% | +38.7% |
| 3Y | +239.2% | +9.7% | +229.5% | +208.2% |
| 5Y | +185.0% | +117.4% | +67.7% | +113.7% |
| All | +654.3% | +431.5% | +222.8% | +328.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling