+526.0%
GLW vs USO
+87.0%
+438.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | +7.7% | -1.9% | +9.7% | +7.9% |
| 30D | -18.8% | -5.2% | -13.6% | -18.6% |
| 3M | -27.7% | +16.4% | -44.2% | -29.1% |
| 6M | -44.4% | +2.5% | -46.9% | -45.0% |
| YTD | +31.3% | +110.5% | -79.2% | +15.3% |
| 1Y | +40.0% | +108.4% | -68.4% | +23.1% |
| 3Y | +339.2% | +99.6% | +239.6% | +283.8% |
| 5Y | +229.2% | +160.1% | +69.1% | +168.0% |
| All | +526.0% | +87.0% | +438.9% | +463.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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