+151.2%
USO vs GLDM
+116.0%
+35.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.4% |
| 7D | -10.6% | +2.9% | -13.4% | -11.1% |
| 30D | -4.6% | -3.9% | -0.7% | -3.9% |
| 3M | +12.3% | -8.1% | +20.5% | +13.9% |
| 6M | +5.9% | -14.7% | +20.6% | +9.5% |
| YTD | +104.5% | -6.6% | +111.1% | +98.9% |
| 1Y | +97.3% | -2.1% | +99.4% | +87.3% |
| 3Y | +97.0% | +107.7% | -10.6% | +15.4% |
| 5Y | +151.2% | +116.5% | +34.7% | +50.1% |
| All | +151.2% | +116.0% | +35.1% | +50.1% |
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 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