+516.2%
GLW vs USO
+79.0%
+437.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -3.2% |
| 7D | -11.1% | -10.6% | -0.5% | -10.2% |
| 30D | -28.4% | -4.6% | -23.9% | -28.2% |
| 3M | -28.8% | +12.3% | -41.1% | -29.9% |
| 6M | -39.8% | +5.9% | -45.7% | -40.7% |
| YTD | +28.7% | +104.5% | -75.8% | +13.4% |
| 1Y | +27.7% | +97.3% | -69.6% | +13.0% |
| 3Y | +331.3% | +97.0% | +234.3% | +277.0% |
| 5Y | +233.4% | +151.2% | +82.3% | +172.5% |
| All | +516.2% | +79.0% | +437.2% | +456.4% |
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