+236.3%
GDXJ vs FSLR
+112.6%
+123.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +2.2% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | +8.8% | -15.1% | +24.0% | +11.8% |
| 3M | +29.8% | -22.5% | +52.4% | +35.3% |
| 6M | -5.8% | +4.0% | -9.8% | -6.2% |
| YTD | +13.6% | -22.3% | +35.8% | +17.4% |
| 1Y | +54.5% | 0.0% | +54.5% | +53.7% |
| 3Y | +301.4% | +10.9% | +290.5% | +273.3% |
| 5Y | +236.3% | +105.4% | +131.0% | +154.3% |
| All | +236.3% | +112.6% | +123.7% | +154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling