+361.0%
ORLY vs IAU
+220.2%
+140.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -2.4% | -2.0% | -0.3% | -2.2% |
| 30D | -6.8% | -1.5% | -5.2% | -6.7% |
| 3M | -4.8% | +3.3% | -8.0% | -5.0% |
| 6M | -9.1% | -16.2% | +7.2% | -7.7% |
| YTD | -5.9% | +0.7% | -6.6% | -5.8% |
| 1Y | -20.4% | +19.2% | -39.6% | -21.3% |
| 3Y | +36.6% | +124.4% | -87.8% | +27.7% |
| 5Y | +117.3% | +140.0% | -22.7% | +100.6% |
| All | +361.0% | +220.2% | +140.8% | +333.1% |
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