+921.0%
VLO vs IAU
+224.0%
+697.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.6% |
| 7D | +6.2% | +0.2% | +6.1% | +6.2% |
| 30D | +23.5% | +0.2% | +23.3% | +23.5% |
| 3M | +53.9% | +3.3% | +50.6% | +53.8% |
| 6M | +81.7% | -14.6% | +96.2% | +82.8% |
| YTD | +142.5% | +1.9% | +140.6% | +142.3% |
| 1Y | +145.4% | +20.9% | +124.6% | +144.7% |
| 3Y | +197.3% | +127.5% | +69.8% | +194.4% |
| 5Y | +614.6% | +141.9% | +472.7% | +607.0% |
| All | +921.0% | +224.0% | +697.0% | +945.2% |
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