-26.0%
FSLR vs GLDM
+2.8%
-28.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +1.0% | +2.8% |
| 7D | +10.3% | -0.3% | +10.6% | +10.4% |
| 30D | +10.4% | -1.9% | +12.3% | +11.4% |
| 3M | -20.2% | -0.4% | -19.8% | -20.5% |
| 6M | -8.0% | -10.1% | +2.1% | -3.6% |
| YTD | -25.5% | -5.8% | -19.7% | -28.1% |
| 1Y | -26.0% | +3.1% | -29.1% | -38.2% |
| All | -26.0% | +2.8% | -28.7% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling