+582.5%
GLD vs USO
-74.0%
+656.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.5% | +9.5% | -10.0% | -1.3% |
| 30D | +4.4% | +23.6% | -19.2% | +2.5% |
| 3M | -1.1% | +3.8% | -4.9% | -1.7% |
| 6M | -13.8% | +55.0% | -68.8% | -18.2% |
| YTD | +2.6% | +105.3% | -102.6% | -5.2% |
| 1Y | +24.5% | +91.4% | -66.9% | +15.6% |
| 3Y | +125.8% | +84.6% | +41.3% | +108.9% |
| 5Y | +137.8% | +191.7% | -53.9% | +108.3% |
| 10Y | +221.4% | +73.3% | +148.1% | +184.9% |
| All | +582.5% | -74.0% | +656.5% | +814.5% |
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