+289.0%
GDX vs FSLR
+464.5%
-175.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.4% |
| 7D | +4.0% | +6.8% | -2.9% | +3.2% |
| 30D | +9.5% | -14.7% | +24.2% | +11.4% |
| 3M | +25.1% | -22.6% | +47.7% | +28.5% |
| 6M | -2.9% | +12.7% | -15.6% | -4.1% |
| YTD | +14.7% | -18.4% | +33.1% | +16.6% |
| 1Y | +47.4% | +4.9% | +42.5% | +46.0% |
| 3Y | +259.7% | +16.4% | +243.3% | +242.0% |
| 5Y | +227.7% | +123.5% | +104.2% | +185.7% |
| 10Y | +289.0% | +454.3% | -165.4% | +200.0% |
| All | +289.0% | +464.5% | -175.5% | +200.0% |
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