+23.9%
USO vs GLDM
+212.7%
-188.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -2.7% | -2.0% | -0.8% | -2.5% |
| 30D | -6.3% | -4.4% | -1.9% | -5.9% |
| 3M | +10.9% | -8.8% | +19.7% | +11.9% |
| 6M | +2.0% | -15.9% | +17.9% | +4.4% |
| YTD | +104.6% | -7.7% | +112.2% | +102.6% |
| 1Y | +94.5% | -3.6% | +98.1% | +90.4% |
| 3Y | +97.1% | +105.2% | -8.2% | +57.8% |
| 5Y | +151.6% | +112.8% | +38.9% | +99.5% |
| All | +23.9% | +212.7% | -188.8% | +7.6% |
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