Gerry McCann Says He's Grateful for Scotland Yard's Work on His Missing Daughter's Case
08/08/2013 AT 09:30 AM EDT
"We have been incredibly fortunate in the last two years to have the Metropolitan Police reviewing the case and now actively investigating," McCann told PEOPLE July 28, shortly after finishing the Virgin Active London Triathlon to raise money for the charity Missing People.
"It is very unlikely that someone is just going to walk up and say, 'Here she is,' " he says. "So you have got to chase it."
"That has been important," he says, "and it is important that we are still looking and that there is now an active investigation, which is great."
On July 4, Scotland Yard detectives announced they believe Madeleine, who was three years old when she vanished from a Portuguese resort in May 2007, could still be alive. They said they have 38 possible suspects in five different countries.
In May 2011, after years of pressure from the McCanns, Prime Minister David Cameron ordered London's Metropolitan Police to review the case, which had been closed by Portuguese police in July 2008.
"I think the information that came in early on is probably the most important," says Gerry. "You never know where it will lead."
"All we know is that at the very least they are eliminating things," he says, "and there are some very good lines of inquiry. So you have got to explore them."