+287.5%
FSLR vs GLDM
+219.1%
+68.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.6% | +3.0% |
| 7D | +15.3% | +4.7% | +10.7% | +13.9% |
| 30D | +11.7% | -0.9% | +12.5% | +11.9% |
| 3M | -17.6% | -4.3% | -13.3% | -16.7% |
| 6M | -7.7% | -13.4% | +5.7% | -4.4% |
| YTD | -23.0% | -5.8% | -17.2% | -21.8% |
| 1Y | -26.0% | +2.1% | -28.1% | -26.0% |
| 3Y | +36.9% | +105.0% | -68.2% | +17.3% |
| 5Y | +72.9% | +122.5% | -49.6% | +45.5% |
| All | +287.5% | +219.1% | +68.4% | +242.3% |
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