-83.2%
FIG vs IAU
+24.8%
-108.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +3.1% |
| 7D | -12.6% | +4.9% | -17.5% | -12.7% |
| 30D | -13.8% | -1.4% | -12.4% | -13.9% |
| 3M | -16.7% | -4.8% | -11.9% | -16.8% |
| 6M | -6.1% | -12.5% | +6.4% | -6.7% |
| YTD | -48.1% | -4.2% | -43.9% | -50.4% |
| 1Y | -56.2% | +3.1% | -59.3% | -59.4% |
| All | -83.2% | +24.8% | -108.0% | -86.9% |
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