+231.2%
GDXJ vs FSLR
+429.3%
-198.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -8.1% | -14.8% | +6.7% | -5.8% |
| 30D | -5.5% | -4.3% | -1.2% | -4.8% |
| 3M | -14.6% | -23.4% | +8.8% | -11.2% |
| 6M | -23.2% | -26.9% | +3.7% | -19.6% |
| YTD | -13.0% | -34.4% | +21.4% | -8.2% |
| 1Y | +2.8% | -33.2% | +36.0% | +8.2% |
| 3Y | +221.5% | +28.1% | +193.4% | +198.7% |
| 5Y | +123.4% | +54.5% | +68.8% | +95.2% |
| All | +231.2% | +429.3% | -198.1% | +141.4% |
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