+19.7%
GS vs USO
+102.2%
-82.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -8.1% | +11.6% | +1.9% |
| 7D | +0.3% | -12.7% | +13.0% | -2.3% |
| 30D | +3.9% | +1.0% | +2.9% | +4.3% |
| 3M | -11.4% | +25.6% | -37.0% | -6.5% |
| 6M | +3.7% | -1.5% | +5.2% | +4.2% |
| YTD | +7.1% | +110.3% | -103.1% | +24.3% |
| 1Y | +19.7% | +102.2% | -82.5% | +37.5% |
| All | +19.7% | +102.2% | -82.5% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling