+270.8%
OXY vs IAU
+752.8%
-482.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +4.2% | -4.6% | +8.8% | +5.5% |
| 30D | -4.3% | -5.4% | +1.1% | -3.1% |
| 3M | +2.3% | -10.9% | +13.2% | +5.2% |
| 6M | +5.5% | -17.4% | +22.9% | +10.6% |
| YTD | +44.9% | -10.2% | +55.1% | +46.2% |
| 1Y | +42.6% | -7.1% | +49.7% | +42.2% |
| 3Y | +0.7% | +97.7% | -97.0% | -22.9% |
| 5Y | +96.9% | +105.3% | -8.4% | +48.3% |
| 10Y | +18.8% | +208.0% | -189.2% | -25.1% |
| All | +270.8% | +752.8% | -482.0% | +18.1% |
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 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