+79.5%
GDXJ vs FSLR
+67.7%
+11.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.3% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +17.9% | -13.7% | +31.5% | +20.5% |
| 3M | +15.3% | -35.1% | +50.4% | +23.0% |
| 6M | -9.4% | +3.6% | -13.1% | -9.9% |
| YTD | +13.4% | -21.7% | +35.1% | +16.9% |
| 1Y | +59.7% | +1.3% | +58.4% | +58.1% |
| 3Y | +283.6% | +9.7% | +273.9% | +259.1% |
| 5Y | +217.6% | +117.4% | +100.2% | +159.7% |
| 10Y | +225.7% | +435.5% | -209.8% | +115.4% |
| All | +79.5% | +67.7% | +11.8% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling