-80.3%
FIG vs IAU
+31.5%
-111.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.7% | -4.0% | -5.7% |
| 7D | -16.4% | +0.7% | -17.1% | -16.3% |
| 30D | -2.3% | +0.3% | -2.6% | -2.1% |
| 3M | +7.8% | +0.7% | +7.1% | +8.0% |
| 6M | -21.8% | -15.5% | -6.4% | -21.4% |
| YTD | -39.1% | +1.0% | -40.1% | -41.6% |
| 1Y | -56.6% | +19.6% | -76.2% | -64.4% |
| All | -80.3% | +31.5% | -111.8% | -84.5% |
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