+277.1%
FSLR vs GLDM
+221.7%
+55.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +10.7% | +1.9% | +8.8% | +10.1% |
| 30D | +8.9% | -1.7% | +10.6% | +9.4% |
| 3M | -17.3% | -3.5% | -13.8% | -16.6% |
| 6M | -10.8% | -10.1% | -0.7% | -8.4% |
| YTD | -25.1% | -5.0% | -20.0% | -24.1% |
| 1Y | -29.4% | +2.8% | -32.2% | -29.5% |
| 3Y | +28.8% | +105.1% | -76.3% | +10.3% |
| 5Y | +68.3% | +124.3% | -56.0% | +41.3% |
| All | +277.1% | +221.7% | +55.4% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling