+230.2%
FSLR vs GLDM
+204.4%
+25.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -14.8% | -4.6% | -10.2% | -13.6% |
| 30D | -4.3% | -5.5% | +1.2% | -2.7% |
| 3M | -23.4% | -10.9% | -12.5% | -20.9% |
| 6M | -26.9% | -17.3% | -9.6% | -23.3% |
| YTD | -34.4% | -10.2% | -24.2% | -32.5% |
| 1Y | -33.2% | -6.9% | -26.3% | -31.7% |
| 3Y | +28.1% | +98.7% | -70.6% | +11.0% |
| 5Y | +54.5% | +106.7% | -52.2% | +32.1% |
| All | +230.2% | +204.4% | +25.8% | +195.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling