+215.1%
GDXJ vs FSLR
+466.5%
-251.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -2.8% | +2.2% | -5.0% | -3.2% |
| 30D | +5.0% | -7.8% | +12.8% | +6.1% |
| 3M | +24.1% | -22.9% | +47.0% | +28.4% |
| 6M | -7.4% | +4.4% | -11.7% | -7.8% |
| YTD | +10.2% | -20.0% | +30.2% | +12.9% |
| 1Y | +42.5% | +2.8% | +39.7% | +41.2% |
| 3Y | +285.7% | +16.5% | +269.2% | +261.7% |
| 5Y | +231.9% | +110.3% | +121.6% | +179.8% |
| All | +215.1% | +466.5% | -251.4% | +131.1% |
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