+50.9%
FERG vs IAU
+126.4%
-75.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | -15.1% | +0.2% | -15.3% | -15.1% |
| 3M | -4.8% | +3.3% | -8.1% | -5.4% |
| 6M | -2.5% | -14.6% | +12.1% | -0.5% |
| YTD | +1.8% | +1.9% | -0.1% | +2.1% |
| 1Y | -0.3% | +20.9% | -21.2% | -1.8% |
| All | +50.9% | +126.4% | -75.5% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling