+5,605.7%
ORLY vs IAU
+858.9%
+4,746.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -2.3% |
| 7D | -2.3% | +0.7% | -3.1% | -2.3% |
| 30D | -8.2% | +0.3% | -8.5% | -8.2% |
| 3M | -3.5% | +0.7% | -4.2% | -3.5% |
| 6M | -9.2% | -15.5% | +6.3% | -9.3% |
| YTD | -5.8% | +1.0% | -6.8% | -5.6% |
| 1Y | -19.3% | +19.6% | -38.8% | -18.7% |
| 3Y | +34.4% | +125.4% | -91.0% | +37.7% |
| 5Y | +117.8% | +140.7% | -22.9% | +123.5% |
| 10Y | +356.9% | +218.1% | +138.8% | +376.8% |
| All | +5,605.7% | +858.9% | +4,746.8% | +6,566.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling