+103.7%
GLD vs FSLR
+54.7%
+49.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.4% | -2.7% |
| 7D | -5.5% | -12.0% | +6.5% | -4.9% |
| 30D | -7.0% | -7.7% | +0.6% | -6.7% |
| 3M | -12.4% | -24.0% | +11.7% | -11.4% |
| 6M | -18.0% | -24.4% | +6.4% | -17.1% |
| YTD | -10.5% | -34.0% | +23.6% | -9.4% |
| 1Y | -8.1% | -35.6% | +27.5% | -6.9% |
| 3Y | +97.7% | +28.7% | +69.0% | +95.4% |
| All | +103.7% | +54.7% | +49.1% | +94.1% |
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