+116.5%
ORLY vs IAU
+138.0%
-21.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.6% |
| 7D | -2.1% | -3.4% | +1.2% | -2.0% |
| 30D | -7.6% | -1.1% | -6.5% | -7.6% |
| 3M | -5.5% | +5.8% | -11.3% | -5.8% |
| 6M | -9.7% | -16.9% | +7.2% | -8.6% |
| YTD | -6.2% | +0.1% | -6.4% | -5.6% |
| 1Y | -18.6% | +18.4% | -37.0% | -18.4% |
| 3Y | +33.8% | +123.6% | -89.7% | +32.0% |
| 5Y | +116.5% | +138.7% | -22.2% | +108.7% |
| All | +116.5% | +138.0% | -21.4% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling