+205.0%
GLD vs FSLR
+498.1%
-293.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | +4.7% | +15.3% | -10.6% | +4.3% |
| 30D | -0.9% | +11.7% | -12.6% | -1.2% |
| 3M | -4.4% | -17.6% | +13.2% | -4.0% |
| 6M | -13.6% | -7.7% | -5.8% | -13.4% |
| YTD | -6.0% | -23.0% | +17.0% | -5.7% |
| 1Y | +1.8% | -26.0% | +27.8% | +2.2% |
| 3Y | +103.2% | +36.9% | +66.3% | +101.0% |
| 5Y | +119.3% | +72.9% | +46.4% | +114.7% |
| All | +205.0% | +498.1% | -293.1% | +194.3% |
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 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