+107.2%
IAU vs FGI
-66.3%
+173.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -9.0% | -2.8% |
| 7D | -5.5% | +13.5% | -19.0% | -5.5% |
| 30D | -7.0% | +17.1% | -24.1% | -7.1% |
| 3M | -12.3% | +78.0% | -90.3% | -12.9% |
| 6M | -17.9% | +46.4% | -64.4% | -18.5% |
| YTD | -10.3% | +47.7% | -58.0% | -11.7% |
| 1Y | -7.9% | +56.8% | -64.7% | -9.6% |
| 3Y | +98.7% | +12.3% | +86.4% | +92.2% |
| All | +107.2% | -66.3% | +173.5% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling