+269.1%
FSLR vs GLDM
+225.0%
+44.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.6% | -5.3% |
| 7D | +5.3% | +5.0% | +0.3% | +3.8% |
| 30D | +7.8% | -1.3% | +9.1% | +8.1% |
| 3M | -23.4% | -4.7% | -18.7% | -22.5% |
| 6M | -12.9% | -12.4% | -0.5% | -10.1% |
| YTD | -26.7% | -4.1% | -22.6% | -25.9% |
| 1Y | -28.4% | +3.3% | -31.8% | -28.7% |
| 3Y | +44.6% | +110.9% | -66.4% | +23.0% |
| 5Y | +67.9% | +124.8% | -56.8% | +40.6% |
| All | +269.1% | +225.0% | +44.1% | +224.3% |
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