+2.8%
GDXJ vs FSLR
-35.9%
+38.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -8.1% | -14.8% | +6.7% | -2.3% |
| 30D | -5.5% | -4.3% | -1.2% | -3.9% |
| 3M | -14.6% | -23.4% | +8.8% | -6.2% |
| 6M | -23.2% | -26.9% | +3.7% | -13.7% |
| YTD | -13.0% | -34.4% | +21.4% | -2.1% |
| 1Y | +2.8% | -33.2% | +36.0% | +13.5% |
| All | +2.8% | -35.9% | +38.7% | +13.5% |
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