+292.8%
GDX vs FSLR
+550.7%
-257.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.6% | +1.8% |
| 7D | +13.6% | +15.3% | -1.7% | +11.7% |
| 30D | +2.5% | +11.7% | -9.2% | +1.2% |
| 3M | +4.4% | -17.6% | +22.0% | +6.6% |
| 6M | -5.2% | -7.7% | +2.5% | -4.5% |
| YTD | +2.1% | -23.0% | +25.1% | +4.4% |
| 1Y | +24.7% | -26.0% | +50.7% | +28.0% |
| 3Y | +211.3% | +36.9% | +174.4% | +191.3% |
| 5Y | +186.7% | +72.9% | +113.7% | +155.0% |
| All | +292.8% | +550.7% | -257.9% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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