+601.6%
VLO vs IAU
+139.7%
+461.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.4% |
| 7D | +5.8% | +0.7% | +5.0% | +5.7% |
| 30D | +28.3% | +0.3% | +28.0% | +28.2% |
| 3M | +48.7% | +0.7% | +48.0% | +48.5% |
| 6M | +71.9% | -15.5% | +87.4% | +76.6% |
| YTD | +138.7% | +1.0% | +137.7% | +135.0% |
| 1Y | +148.5% | +19.6% | +128.9% | +135.6% |
| 3Y | +192.7% | +125.4% | +67.2% | +125.1% |
| 5Y | +601.6% | +140.7% | +460.9% | +434.0% |
| All | +601.6% | +139.7% | +461.9% | +434.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling