-80.9%
FIG vs IAU
+32.6%
-113.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.2% |
| 7D | -14.5% | +0.2% | -14.6% | -14.4% |
| 30D | -13.3% | +0.2% | -13.5% | -13.2% |
| 3M | +7.4% | +3.3% | +4.1% | +7.7% |
| 6M | -27.8% | -14.6% | -13.2% | -27.3% |
| YTD | -41.1% | +1.9% | -43.0% | -43.5% |
| 1Y | -58.7% | +20.9% | -79.6% | -66.2% |
| All | -80.9% | +32.6% | -113.6% | -85.0% |
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