+212.7%
GDX vs FSLR
+29.6%
+183.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -6.8% | -14.8% | +8.0% | -4.3% |
| 30D | -2.1% | -4.3% | +2.2% | -1.4% |
| 3M | -7.5% | -23.4% | +15.9% | -3.8% |
| 6M | -15.2% | -26.9% | +11.8% | -11.0% |
| YTD | -4.8% | -34.4% | +29.6% | +0.2% |
| 1Y | +6.7% | -33.2% | +39.9% | +12.2% |
| 3Y | +212.7% | +28.1% | +184.7% | +168.3% |
| All | +212.7% | +29.6% | +183.1% | +168.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling