+558.4%
GLD vs FSLR
+734.5%
-176.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.4% | -13.7% | +18.1% | +4.8% |
| 3M | -1.1% | -35.1% | +34.0% | -0.1% |
| 6M | -13.8% | +3.6% | -17.4% | -13.9% |
| YTD | +2.6% | -21.7% | +24.4% | +3.1% |
| 1Y | +24.5% | +1.3% | +23.2% | +24.2% |
| 3Y | +125.8% | +9.7% | +116.1% | +123.5% |
| 5Y | +137.8% | +117.4% | +20.4% | +130.5% |
| 10Y | +221.4% | +435.5% | -214.1% | +201.9% |
| All | +558.4% | +734.5% | -176.1% | +443.9% |
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