+437.1%
GS vs USO
+87.7%
+349.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -1.9% |
| 7D | +5.1% | -1.4% | +6.6% | +5.3% |
| 30D | +2.4% | -4.6% | +7.0% | +2.8% |
| 3M | -11.5% | +14.7% | -26.2% | -14.0% |
| 6M | -2.5% | +1.2% | -3.7% | -4.0% |
| YTD | +5.5% | +111.2% | -105.7% | -12.5% |
| 1Y | +11.0% | +109.3% | -98.3% | -7.8% |
| 3Y | +200.1% | +103.5% | +96.6% | +146.1% |
| 5Y | +154.7% | +160.9% | -6.2% | +88.2% |
| All | +437.1% | +87.7% | +349.4% | +321.2% |
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