+458.9%
GS vs FSLR
+464.2%
-5.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | -0.1% | -8.4% | +8.3% | +1.3% |
| 30D | +3.7% | -0.9% | +4.6% | +3.6% |
| 3M | -10.0% | -26.1% | +16.1% | -5.6% |
| 6M | -1.0% | -23.6% | +22.7% | +2.8% |
| YTD | +7.0% | -31.8% | +38.8% | +12.3% |
| 1Y | +16.6% | -32.6% | +49.2% | +22.6% |
| 3Y | +204.4% | +33.0% | +171.4% | +164.7% |
| 5Y | +160.0% | +56.8% | +103.2% | +106.7% |
| 10Y | +458.9% | +455.6% | +3.3% | +213.1% |
| All | +458.9% | +464.2% | -5.3% | +213.1% |
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