+293.9%
FSLR vs GLDM
+248.1%
+45.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -13.7% | +4.4% | -18.1% | -14.7% |
| 3M | -35.1% | -1.1% | -34.0% | -35.0% |
| 6M | +3.6% | -13.7% | +17.3% | +6.5% |
| YTD | -21.7% | +2.8% | -24.5% | -22.4% |
| 1Y | +1.3% | +24.8% | -23.6% | -3.3% |
| 3Y | +9.7% | +127.8% | -118.1% | -8.5% |
| 5Y | +117.4% | +141.1% | -23.8% | +78.7% |
| All | +293.9% | +248.1% | +45.7% | +239.9% |
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