-83.6%
FIG vs IAU
+20.1%
-103.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +1.9% |
| 7D | -14.3% | -2.0% | -12.3% | -14.2% |
| 30D | -13.6% | -4.4% | -9.2% | -13.7% |
| 3M | -23.7% | -8.9% | -14.8% | -23.7% |
| 6M | -5.4% | -15.9% | +10.5% | -5.9% |
| YTD | -49.2% | -7.8% | -41.5% | -51.4% |
| 1Y | -57.4% | -3.8% | -53.6% | -60.0% |
| All | -83.6% | +20.1% | -103.7% | -87.1% |
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