+36.6%
ORLY vs IAU
+123.7%
-87.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -2.4% | -2.0% | -0.3% | -2.3% |
| 30D | -6.8% | -1.5% | -5.2% | -6.7% |
| 3M | -4.8% | +3.3% | -8.0% | -4.9% |
| 6M | -9.1% | -16.2% | +7.2% | -7.8% |
| YTD | -5.9% | +0.7% | -6.6% | -4.9% |
| 1Y | -20.4% | +19.2% | -39.6% | -19.6% |
| 3Y | +36.6% | +124.4% | -87.8% | +39.0% |
| All | +36.6% | +123.7% | -87.1% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling