+2,806.8%
VLO vs IAU
+875.8%
+1,931.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.2% |
| 7D | +5.2% | -0.5% | +5.7% | +5.3% |
| 30D | +22.6% | +4.4% | +18.2% | +21.5% |
| 3M | +43.8% | -1.1% | +44.8% | +43.7% |
| 6M | +65.7% | -13.7% | +79.5% | +69.7% |
| YTD | +131.1% | +2.7% | +128.4% | +127.5% |
| 1Y | +143.6% | +24.6% | +119.0% | +129.8% |
| 3Y | +201.4% | +126.8% | +74.5% | +147.4% |
| 5Y | +568.9% | +139.5% | +429.4% | +440.8% |
| 10Y | +891.8% | +226.3% | +665.6% | +628.9% |
| All | +2,806.8% | +875.8% | +1,931.0% | +1,009.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling