+118.6%
GLD vs USO
+162.3%
-43.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | -12.1% | +16.8% | +5.2% |
| 30D | -0.9% | +3.1% | -4.0% | -1.2% |
| 3M | -4.4% | +24.9% | -29.3% | -5.8% |
| 6M | -13.6% | +10.8% | -24.4% | -14.4% |
| YTD | -6.0% | +114.6% | -120.6% | -13.8% |
| 1Y | +1.8% | +109.4% | -107.6% | -6.5% |
| 3Y | +103.2% | +98.1% | +5.1% | +86.1% |
| All | +118.6% | +162.3% | -43.8% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling