-32.6%
FSLR vs GLDM
-3.6%
-28.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | -8.4% | -2.0% | -6.5% | -7.5% |
| 30D | -0.9% | -4.4% | +3.5% | +1.3% |
| 3M | -26.1% | -8.8% | -17.2% | -22.9% |
| 6M | -23.6% | -15.9% | -7.8% | -18.0% |
| YTD | -31.8% | -7.7% | -24.1% | -32.6% |
| 1Y | -32.6% | -3.6% | -29.0% | -39.0% |
| All | -32.6% | -3.6% | -28.9% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling