+91.4%
USO vs GLDM
+24.7%
+66.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.2% |
| 7D | +9.5% | -0.5% | +10.0% | +9.4% |
| 30D | +23.6% | +4.4% | +19.2% | +24.3% |
| 3M | +3.8% | -1.1% | +4.9% | +4.2% |
| 6M | +55.0% | -13.7% | +68.7% | +56.3% |
| YTD | +105.3% | +2.8% | +102.5% | +105.0% |
| 1Y | +91.4% | +24.8% | +66.5% | +98.5% |
| All | +91.4% | +24.7% | +66.6% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling