+97.7%
IAU vs FGI
-16.0%
+113.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -25.2% | +25.3% | +0.2% |
| 7D | -4.6% | -14.4% | +9.8% | -4.5% |
| 30D | -5.4% | -11.8% | +6.3% | -5.4% |
| 3M | -10.9% | -46.2% | +35.4% | -10.7% |
| 6M | -17.4% | +5.2% | -22.5% | -17.8% |
| YTD | -10.2% | +10.5% | -20.7% | -11.5% |
| 1Y | -7.1% | +25.5% | -32.6% | -8.7% |
| 3Y | +97.7% | -16.0% | +113.7% | +93.0% |
| All | +97.7% | -16.0% | +113.7% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling