+47.4%
GDX vs FSLR
+3.4%
+44.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -2.1% |
| 7D | +4.0% | +6.8% | -2.9% | +1.9% |
| 30D | +9.5% | -14.7% | +24.2% | +14.4% |
| 3M | +25.1% | -22.6% | +47.7% | +33.8% |
| 6M | -2.9% | +12.7% | -15.6% | -5.1% |
| YTD | +14.7% | -18.4% | +33.1% | +17.9% |
| 1Y | +47.4% | +4.9% | +42.5% | +45.5% |
| All | +47.4% | +3.4% | +44.0% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling