+2,697.3%
VLO vs IAU
+810.1%
+1,887.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.1% | +2.7% |
| 7D | -6.5% | +4.9% | -11.4% | -7.3% |
| 30D | -17.8% | -1.4% | -16.4% | -17.6% |
| 3M | +19.6% | -4.8% | +24.4% | +20.4% |
| 6M | +49.3% | -12.5% | +61.7% | +52.4% |
| YTD | +122.4% | -4.2% | +126.6% | +121.5% |
| 1Y | +107.4% | +3.1% | +104.3% | +103.3% |
| 3Y | +223.1% | +110.0% | +113.1% | +168.8% |
| 5Y | +432.2% | +123.1% | +309.2% | +335.5% |
| 10Y | +743.6% | +216.7% | +527.0% | +520.3% |
| All | +2,697.3% | +810.1% | +1,887.1% | +979.6% |
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