+24.4%
USO vs GLDM
+248.1%
-223.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +9.5% | -0.5% | +10.0% | +9.5% |
| 30D | +23.6% | +4.4% | +19.2% | +22.7% |
| 3M | +3.8% | -1.1% | +4.9% | +4.0% |
| 6M | +55.0% | -13.7% | +68.7% | +59.1% |
| YTD | +105.3% | +2.8% | +102.5% | +100.9% |
| 1Y | +91.4% | +24.8% | +66.5% | +77.0% |
| 3Y | +84.6% | +127.8% | -43.3% | +46.0% |
| 5Y | +191.7% | +141.1% | +50.6% | +128.8% |
| All | +24.4% | +248.1% | -223.8% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling