+447.0%
FSLR vs IAU
+221.5%
+225.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -5.0% |
| 7D | +0.2% | +0.2% | +0.1% | +0.2% |
| 30D | -15.1% | +0.2% | -15.4% | -15.3% |
| 3M | -22.5% | +3.3% | -25.8% | -23.3% |
| 6M | +4.0% | -14.6% | +18.5% | +7.2% |
| YTD | -22.3% | +1.9% | -24.1% | -22.8% |
| 1Y | 0.0% | +20.9% | -20.9% | -4.1% |
| 3Y | +10.9% | +127.5% | -116.6% | -8.0% |
| 5Y | +105.4% | +141.9% | -36.5% | +67.9% |
| 10Y | +447.0% | +222.8% | +224.2% | +315.0% |
| All | +447.0% | +221.5% | +225.5% | +315.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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