+160.0%
USO vs GLDM
+121.8%
+38.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -12.1% | +4.7% | -16.8% | -12.8% |
| 30D | +3.1% | -0.9% | +4.0% | +3.3% |
| 3M | +24.9% | -4.3% | +29.2% | +25.5% |
| 6M | +10.8% | -13.4% | +24.2% | +14.1% |
| YTD | +114.6% | -5.8% | +120.4% | +108.5% |
| 1Y | +109.4% | +2.1% | +107.3% | +95.4% |
| 3Y | +98.1% | +105.0% | -6.9% | +18.3% |
| All | +160.0% | +121.8% | +38.2% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling