+25.0%
USO vs GLDM
+225.0%
-200.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.7% | -4.1% |
| 7D | -9.1% | +5.0% | -14.0% | -9.5% |
| 30D | -3.7% | -1.3% | -2.4% | -3.6% |
| 3M | +20.9% | -4.7% | +25.6% | +21.5% |
| 6M | +6.8% | -12.4% | +19.2% | +8.8% |
| YTD | +106.3% | -4.1% | +110.3% | +103.5% |
| 1Y | +100.2% | +3.3% | +96.9% | +93.6% |
| 3Y | +103.1% | +110.9% | -7.9% | +62.4% |
| 5Y | +146.1% | +124.8% | +21.3% | +94.6% |
| All | +25.0% | +225.0% | -200.1% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling