+6.4%
OXY vs IAU
+220.2%
-213.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.5% |
| 7D | +2.8% | -2.0% | +4.8% | +3.0% |
| 30D | +5.5% | -1.5% | +7.0% | +5.5% |
| 3M | +11.3% | +3.3% | +8.0% | +11.0% |
| 6M | +11.6% | -16.2% | +27.8% | +13.7% |
| YTD | +51.6% | +0.7% | +50.9% | +50.5% |
| 1Y | +36.2% | +19.2% | +17.0% | +32.3% |
| 3Y | +1.7% | +124.4% | -122.7% | -8.3% |
| 5Y | +164.5% | +140.0% | +24.4% | +137.5% |
| All | +6.4% | +220.2% | -213.8% | -1.9% |
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