+231.9%
FSLR vs GLDM
+204.0%
+28.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.5% |
| 7D | -12.0% | -5.5% | -6.5% | -10.5% |
| 30D | -7.7% | -7.0% | -0.7% | -5.7% |
| 3M | -24.0% | -12.3% | -11.7% | -21.3% |
| 6M | -24.4% | -17.9% | -6.5% | -20.6% |
| YTD | -34.0% | -10.3% | -23.8% | -32.1% |
| 1Y | -35.6% | -7.8% | -27.8% | -34.0% |
| 3Y | +28.7% | +99.5% | -70.8% | +11.4% |
| 5Y | +55.3% | +106.5% | -51.1% | +32.8% |
| All | +231.9% | +204.0% | +28.0% | +197.4% |
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