+141.0%
GS vs FSLR
+72.0%
+68.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.4% |
| 7D | -6.3% | +10.7% | -17.0% | -7.6% |
| 30D | -3.1% | +8.9% | -12.0% | -4.3% |
| 3M | -17.7% | -17.3% | -0.3% | -15.8% |
| 6M | -4.6% | -10.8% | +6.2% | -3.6% |
| YTD | +0.3% | -25.1% | +25.4% | +2.8% |
| 1Y | +11.7% | -29.4% | +41.1% | +15.2% |
| 3Y | +183.6% | +28.8% | +154.7% | +157.1% |
| 5Y | +141.0% | +68.3% | +72.6% | +98.8% |
| All | +141.0% | +72.0% | +68.9% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling