+382.5%
GLW vs USO
+198.8%
+183.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.9% | +4.7% | +7.5% |
| 7D | +14.0% | +3.6% | +10.4% | +13.9% |
| 30D | +0.4% | +23.8% | -23.4% | 0.0% |
| 3M | -11.3% | +8.1% | -19.4% | -11.5% |
| 6M | +35.1% | +34.3% | +0.8% | +31.8% |
| YTD | +90.5% | +111.1% | -20.6% | +75.3% |
| 1Y | +132.0% | +99.9% | +32.1% | +114.8% |
| 3Y | +463.3% | +86.5% | +376.8% | +419.8% |
| 5Y | +382.5% | +200.5% | +182.0% | +256.2% |
| All | +382.5% | +198.8% | +183.7% | +256.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling