+0.7%
OXY vs IAU
+99.0%
-98.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +4.2% | -4.6% | +8.8% | +4.3% |
| 30D | -4.3% | -5.4% | +1.1% | -4.1% |
| 3M | +2.3% | -10.9% | +13.2% | +2.8% |
| 6M | +5.5% | -17.4% | +22.9% | +7.0% |
| YTD | +44.9% | -10.2% | +55.1% | +42.9% |
| 1Y | +42.6% | -7.1% | +49.7% | +39.3% |
| 3Y | +0.7% | +97.7% | -97.0% | -28.1% |
| All | +0.7% | +99.0% | -98.3% | -28.1% |
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 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