+466.4%
FSLR vs IAU
+208.6%
+257.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.6% | -2.9% | -4.8% |
| 7D | -2.6% | +2.8% | -5.5% | -3.4% |
| 30D | +1.8% | -4.0% | +5.7% | +2.9% |
| 3M | -24.4% | -8.2% | -16.2% | -22.6% |
| 6M | -17.7% | -14.8% | -2.9% | -14.3% |
| YTD | -30.7% | -6.7% | -24.0% | -29.5% |
| 1Y | -33.6% | -2.2% | -31.4% | -33.1% |
| 3Y | +35.1% | +106.7% | -71.6% | +14.2% |
| 5Y | +63.1% | +114.8% | -51.7% | +36.0% |
| 10Y | +466.4% | +213.0% | +253.5% | +347.8% |
| All | +466.4% | +208.6% | +257.8% | +347.8% |
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