+75.3%
FERG vs IAU
+106.1%
-30.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.9% | -3.0% |
| 7D | +8.2% | -5.5% | +13.6% | +9.5% |
| 30D | +14.4% | -7.0% | +21.3% | +16.1% |
| 3M | +4.3% | -12.3% | +16.6% | +7.1% |
| 6M | +7.9% | -17.9% | +25.8% | +12.2% |
| YTD | +16.3% | -10.3% | +26.6% | +18.6% |
| 1Y | +2.2% | -7.9% | +10.2% | +3.7% |
| 3Y | +67.3% | +98.7% | -31.4% | +36.7% |
| 5Y | +75.3% | +105.0% | -29.7% | +35.7% |
| All | +75.3% | +106.1% | -30.8% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling