+205.1%
CVX vs IAU
+219.4%
-14.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -1.7% | -2.0% | +0.3% | -1.6% |
| 30D | -0.8% | -4.4% | +3.6% | -0.4% |
| 3M | +9.4% | -8.9% | +18.3% | +10.2% |
| 6M | +17.5% | -15.9% | +33.5% | +19.5% |
| YTD | +43.8% | -7.8% | +51.6% | +42.8% |
| 1Y | +41.9% | -3.8% | +45.7% | +39.7% |
| 3Y | +69.1% | +104.3% | -35.2% | +41.5% |
| 5Y | +128.3% | +111.2% | +17.1% | +88.5% |
| All | +205.1% | +219.4% | -14.3% | +147.2% |
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