+911.8%
VLO vs IAU
+218.5%
+693.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | +4.0% | -3.4% | +7.3% | +4.0% |
| 30D | +19.0% | -1.1% | +20.1% | +19.0% |
| 3M | +50.0% | +5.8% | +44.1% | +49.9% |
| 6M | +79.1% | -16.9% | +96.1% | +80.3% |
| YTD | +140.3% | +0.1% | +140.1% | +140.1% |
| 1Y | +148.3% | +18.4% | +129.9% | +147.6% |
| 3Y | +194.6% | +123.6% | +71.1% | +191.7% |
| 5Y | +609.6% | +138.7% | +470.8% | +602.6% |
| All | +911.8% | +218.5% | +693.3% | +935.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling