+155.6%
GS vs FSLR
+53.9%
+101.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | +5.9% | -14.8% | +20.7% | +8.0% |
| 30D | +4.3% | -4.3% | +8.6% | +4.8% |
| 3M | -11.7% | -23.4% | +11.7% | -8.8% |
| 6M | -3.2% | -26.9% | +23.8% | +0.3% |
| YTD | +5.8% | -34.4% | +40.2% | +10.3% |
| 1Y | +16.0% | -33.2% | +49.2% | +20.6% |
| 3Y | +199.8% | +28.1% | +171.7% | +171.8% |
| All | +155.6% | +53.9% | +101.7% | +113.0% |
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