+86.1%
USO vs IAU
+218.5%
-132.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.7% | +7.3% | +5.9% |
| 7D | +11.5% | -3.4% | +14.8% | +12.0% |
| 30D | +24.1% | -1.1% | +25.2% | +24.2% |
| 3M | +17.9% | +5.8% | +12.1% | +16.5% |
| 6M | +49.6% | -16.9% | +66.6% | +54.8% |
| YTD | +129.0% | +0.1% | +128.9% | +124.7% |
| 1Y | +112.0% | +18.4% | +93.6% | +97.7% |
| 3Y | +102.3% | +123.6% | -21.3% | +58.3% |
| 5Y | +224.5% | +138.7% | +85.8% | +151.6% |
| All | +86.1% | +218.5% | -132.4% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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