-33.2%
FSLR vs GLDM
-8.0%
-25.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -14.8% | -4.6% | -10.2% | -12.7% |
| 30D | -4.3% | -5.5% | +1.2% | -1.6% |
| 3M | -23.4% | -10.9% | -12.5% | -19.2% |
| 6M | -26.9% | -17.3% | -9.6% | -20.8% |
| YTD | -34.4% | -10.2% | -24.2% | -33.4% |
| 1Y | -33.2% | -6.9% | -26.3% | -36.6% |
| All | -33.2% | -8.0% | -25.2% | -36.6% |
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