+202.0%
GS vs FSLR
+38.0%
+164.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.7% | +9.4% | +5.3% |
| 7D | +0.8% | +5.3% | -4.4% | +0.1% |
| 30D | +1.2% | +7.8% | -6.5% | +0.1% |
| 3M | -12.4% | -23.4% | +11.0% | -9.7% |
| 6M | -2.3% | -12.9% | +10.6% | -1.0% |
| YTD | +4.6% | -26.7% | +31.3% | +7.2% |
| 1Y | +17.5% | -28.4% | +45.9% | +20.7% |
| 3Y | +202.0% | +44.6% | +157.5% | +156.3% |
| All | +202.0% | +38.0% | +164.1% | +156.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling