+497.9%
GLD vs FSLR
+638.7%
-140.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.9% | -2.5% |
| 7D | +2.8% | -2.6% | +5.5% | +2.9% |
| 30D | -4.0% | +1.8% | -5.7% | -4.0% |
| 3M | -8.2% | -24.4% | +16.1% | -7.6% |
| 6M | -14.8% | -17.7% | +2.9% | -14.5% |
| YTD | -6.8% | -30.7% | +23.9% | -6.2% |
| 1Y | -2.4% | -33.6% | +31.2% | -1.7% |
| 3Y | +105.8% | +35.1% | +70.6% | +102.8% |
| 5Y | +113.3% | +63.1% | +50.3% | +108.1% |
| 10Y | +208.4% | +466.4% | -258.0% | +189.5% |
| All | +497.9% | +638.7% | -140.8% | +395.2% |
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