+635.8%
GS vs FSLR
+734.5%
-98.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -1.6% | -13.7% | +12.1% | +1.3% |
| 3M | -4.5% | -35.1% | +30.6% | +3.8% |
| 6M | +20.9% | +3.6% | +17.2% | +19.1% |
| YTD | +19.9% | -21.7% | +41.6% | +24.0% |
| 1Y | +41.4% | +1.3% | +40.1% | +37.9% |
| 3Y | +239.2% | +9.7% | +229.5% | +203.2% |
| 5Y | +185.0% | +117.4% | +67.7% | +107.6% |
| 10Y | +655.0% | +435.5% | +219.5% | +306.8% |
| All | +635.8% | +734.5% | -98.7% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling