-83.9%
FIG vs IAU
+21.5%
-105.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.3% | -3.9% |
| 7D | -11.4% | +2.8% | -14.2% | -11.5% |
| 30D | -17.2% | -4.0% | -13.2% | -17.3% |
| 3M | -26.6% | -8.2% | -18.4% | -26.7% |
| 6M | -9.8% | -14.8% | +4.9% | -10.4% |
| YTD | -50.1% | -6.7% | -43.5% | -52.3% |
| 1Y | -58.1% | -2.2% | -55.8% | -60.8% |
| All | -83.9% | +21.5% | -105.4% | -87.4% |
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