+206.1%
GLD vs FSLR
+429.3%
-223.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -4.6% | -14.8% | +10.2% | -4.1% |
| 30D | -5.5% | -4.3% | -1.2% | -5.3% |
| 3M | -10.9% | -23.4% | +12.5% | -10.3% |
| 6M | -17.4% | -26.9% | +9.5% | -16.7% |
| YTD | -10.3% | -34.4% | +24.1% | -9.5% |
| 1Y | -7.2% | -33.2% | +26.0% | -6.4% |
| 3Y | +96.9% | +28.1% | +68.9% | +95.4% |
| 5Y | +103.8% | +54.5% | +49.2% | +100.3% |
| All | +206.1% | +429.3% | -223.2% | +196.8% |
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