+217.2%
CVX vs IAU
+218.5%
-1.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | +0.7% | -3.4% | +4.0% | +1.0% |
| 30D | +9.1% | -1.1% | +10.2% | +9.2% |
| 3M | +13.1% | +5.8% | +7.2% | +12.2% |
| 6M | +16.3% | -16.9% | +33.2% | +19.0% |
| YTD | +43.5% | +0.1% | +43.4% | +41.4% |
| 1Y | +40.2% | +18.4% | +21.8% | +33.6% |
| 3Y | +44.2% | +123.6% | -79.3% | +19.4% |
| 5Y | +170.6% | +138.7% | +31.9% | +120.5% |
| All | +217.2% | +218.5% | -1.2% | +158.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling