+223.1%
VLO vs IAU
+110.6%
+112.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.1% | +3.0% |
| 7D | -6.5% | +4.9% | -11.4% | -6.3% |
| 30D | -17.8% | -1.4% | -16.4% | -17.6% |
| 3M | +19.6% | -4.8% | +24.4% | +19.8% |
| 6M | +49.3% | -12.5% | +61.7% | +50.2% |
| YTD | +122.4% | -4.2% | +126.6% | +121.0% |
| 1Y | +107.4% | +3.1% | +104.3% | +104.7% |
| 3Y | +223.1% | +110.0% | +113.1% | +180.1% |
| All | +223.1% | +110.6% | +112.5% | +180.1% |
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