-51.7%
FIG vs IAU
+2.6%
-54.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.7% | +1.6% | +5.2% |
| 7D | -4.7% | -0.3% | -4.4% | -4.8% |
| 30D | +0.5% | -1.9% | +2.4% | +0.3% |
| 3M | -18.4% | -0.4% | -18.0% | -18.1% |
| 6M | +10.9% | -10.1% | +21.0% | +9.6% |
| YTD | -40.8% | -5.9% | -34.9% | -42.9% |
| 1Y | -51.7% | +2.9% | -54.6% | -57.8% |
| All | -51.7% | +2.6% | -54.3% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling