+438.8%
GS vs FSLR
+429.3%
+9.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | +5.9% | -14.8% | +20.7% | +8.7% |
| 30D | +4.3% | -4.3% | +8.6% | +4.9% |
| 3M | -11.7% | -23.4% | +11.7% | -7.9% |
| 6M | -3.2% | -26.9% | +23.8% | +1.3% |
| YTD | +5.8% | -34.4% | +40.2% | +11.8% |
| 1Y | +16.0% | -33.2% | +49.2% | +22.1% |
| 3Y | +199.8% | +28.1% | +171.7% | +162.4% |
| 5Y | +155.5% | +54.5% | +101.0% | +103.5% |
| All | +438.8% | +429.3% | +9.5% | +205.9% |
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