+486.7%
GS vs FSLR
+498.1%
-11.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.8% |
| 7D | -3.2% | +15.3% | -18.5% | -5.6% |
| 30D | -2.4% | +11.7% | -14.1% | -4.3% |
| 3M | -15.7% | -17.6% | +1.9% | -13.2% |
| 6M | -6.8% | -7.7% | +1.0% | -6.2% |
| YTD | -0.1% | -23.0% | +22.9% | +2.8% |
| 1Y | +12.1% | -26.0% | +38.1% | +16.0% |
| 3Y | +185.8% | +36.9% | +148.9% | +148.3% |
| 5Y | +140.1% | +72.9% | +67.2% | +88.5% |
| All | +486.7% | +498.1% | -11.4% | +230.5% |
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 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