+642.6%
GS vs USO
+70.4%
+572.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.7% |
| 7D | +3.4% | +3.6% | -0.2% | +2.8% |
| 30D | +0.2% | +23.8% | -23.6% | -3.3% |
| 3M | -0.3% | +8.1% | -8.4% | -2.2% |
| 6M | +27.4% | +34.3% | -6.9% | +17.7% |
| YTD | +19.6% | +111.1% | -91.5% | -0.2% |
| 1Y | +42.5% | +99.9% | -57.5% | +20.0% |
| 3Y | +240.4% | +86.5% | +153.9% | +185.6% |
| 5Y | +188.9% | +200.5% | -11.6% | +107.2% |
| 10Y | +642.6% | +66.5% | +576.0% | +488.7% |
| All | +642.6% | +70.4% | +572.1% | +488.7% |
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