+348.1%
FERG vs IAU
+218.5%
+129.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -1.0% | -3.4% | +2.4% | -0.6% |
| 30D | -11.8% | -1.1% | -10.7% | -11.7% |
| 3M | -1.2% | +5.8% | -7.1% | -2.0% |
| 6M | -2.3% | -16.9% | +14.6% | -0.3% |
| YTD | +0.8% | +0.1% | +0.7% | +0.9% |
| 1Y | +0.5% | +18.4% | -17.9% | -1.2% |
| 3Y | +51.4% | +123.6% | -72.2% | +38.1% |
| 5Y | +67.5% | +138.7% | -71.3% | +50.6% |
| All | +348.1% | +218.5% | +129.7% | +305.7% |
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