+2,649.9%
VLO vs IAU
+786.3%
+1,863.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.2% |
| 7D | -9.5% | +2.8% | -12.3% | -10.0% |
| 30D | -19.1% | -4.0% | -15.2% | -18.6% |
| 3M | +11.4% | -8.2% | +19.6% | +12.8% |
| 6M | +46.7% | -14.8% | +61.5% | +50.6% |
| YTD | +118.6% | -6.7% | +125.3% | +118.7% |
| 1Y | +99.9% | -2.2% | +102.1% | +97.9% |
| 3Y | +210.5% | +106.7% | +103.8% | +159.0% |
| 5Y | +432.7% | +114.8% | +317.9% | +339.0% |
| 10Y | +717.1% | +213.0% | +504.1% | +501.1% |
| All | +2,649.9% | +786.3% | +1,863.7% | +966.3% |
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