+876.7%
IAU vs FDS
+1,010.7%
-134.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.8% |
| 7D | -0.5% | -1.9% | +1.4% | -0.5% |
| 30D | +4.4% | +9.0% | -4.6% | +4.4% |
| 3M | -1.1% | +18.9% | -19.9% | -1.2% |
| 6M | -13.7% | +35.1% | -48.8% | -13.9% |
| YTD | +2.7% | +5.5% | -2.8% | +2.8% |
| 1Y | +24.6% | -16.8% | +41.4% | +25.0% |
| 3Y | +126.8% | -28.1% | +154.9% | +127.9% |
| 5Y | +139.5% | -17.4% | +156.9% | +140.2% |
| 10Y | +226.3% | +85.4% | +140.8% | +226.2% |
| All | +876.7% | +1,010.7% | -134.0% | +839.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 all: compounded portfolio wealth divided by compounded FDS 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…
all analysis · Full analysis span regression · 6 months rolling