+867.9%
GLW vs USO
+73.9%
+794.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.2% |
| 7D | +16.9% | +6.2% | +10.6% | +16.2% |
| 30D | +7.0% | +19.1% | -12.1% | +5.1% |
| 3M | -3.0% | +14.2% | -17.2% | -4.6% |
| 6M | +31.0% | +43.7% | -12.8% | +23.3% |
| YTD | +93.4% | +116.8% | -23.4% | +70.0% |
| 1Y | +134.7% | +104.3% | +30.4% | +108.0% |
| 3Y | +471.8% | +91.5% | +380.3% | +405.0% |
| 5Y | +394.5% | +214.1% | +180.4% | +292.0% |
| 10Y | +867.9% | +77.0% | +790.9% | +754.2% |
| All | +867.9% | +73.9% | +794.0% | +754.2% |
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