+519.7%
GLD vs USO
-74.1%
+593.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.6% |
| 7D | +2.8% | -10.6% | +13.4% | +3.7% |
| 30D | -4.0% | -4.6% | +0.6% | -3.7% |
| 3M | -8.2% | +12.3% | -20.6% | -9.4% |
| 6M | -14.8% | +5.9% | -20.7% | -15.8% |
| YTD | -6.8% | +104.5% | -111.3% | -14.1% |
| 1Y | -2.4% | +97.3% | -99.7% | -9.8% |
| 3Y | +105.8% | +97.0% | +8.7% | +88.7% |
| 5Y | +113.3% | +151.2% | -37.8% | +89.1% |
| 10Y | +208.4% | +76.1% | +132.3% | +172.5% |
| All | +519.7% | -74.1% | +593.8% | +728.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling