+68.3%
FSLR vs GLDM
+126.2%
-57.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +10.7% | +1.9% | +8.8% | +9.9% |
| 30D | +8.9% | -1.7% | +10.6% | +9.5% |
| 3M | -17.3% | -3.5% | -13.8% | -16.4% |
| 6M | -10.8% | -10.1% | -0.7% | -7.7% |
| YTD | -25.1% | -5.0% | -20.0% | -24.1% |
| 1Y | -29.4% | +2.8% | -32.2% | -30.0% |
| 3Y | +28.8% | +105.1% | -76.3% | -2.5% |
| 5Y | +68.3% | +124.3% | -56.0% | +22.1% |
| All | +68.3% | +126.2% | -57.9% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling