+790.3%
VLO vs IAU
+210.9%
+579.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +9.6% | -4.6% | +14.2% | +9.5% |
| 30D | -17.4% | -5.4% | -12.0% | -17.4% |
| 3M | +10.8% | -10.9% | +21.6% | +10.7% |
| 6M | +56.9% | -17.4% | +74.3% | +57.1% |
| YTD | +136.8% | -10.2% | +147.0% | +136.5% |
| 1Y | +120.7% | -7.1% | +127.7% | +120.2% |
| 3Y | +231.9% | +97.7% | +134.2% | +227.4% |
| 5Y | +479.0% | +105.3% | +373.7% | +466.3% |
| All | +790.3% | +210.9% | +579.4% | +860.5% |
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