+218.2%
GLD vs USO
+73.9%
+144.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.8% |
| 7D | +0.1% | +6.2% | -6.1% | 0.0% |
| 30D | +0.2% | +19.1% | -18.9% | -0.3% |
| 3M | +3.2% | +14.2% | -11.0% | +2.8% |
| 6M | -14.6% | +43.7% | -58.4% | -16.1% |
| YTD | +1.8% | +116.8% | -115.1% | -1.7% |
| 1Y | +20.7% | +104.3% | -83.6% | +16.8% |
| 3Y | +126.5% | +91.5% | +35.0% | +119.0% |
| 5Y | +140.0% | +214.1% | -74.0% | +131.1% |
| 10Y | +218.2% | +77.0% | +141.2% | +205.3% |
| All | +218.2% | +73.9% | +144.3% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 10y: compounded portfolio wealth divided by compounded USO 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…
10y analysis · Full analysis span regression · 6 months rolling