+185.7%
GS vs USO
+196.2%
-10.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.9% | +9.5% | -8.5% | +0.6% |
| 30D | -1.6% | +23.6% | -25.1% | -2.3% |
| 3M | -4.5% | +3.8% | -8.3% | -4.6% |
| 6M | +20.9% | +55.0% | -34.2% | +14.6% |
| YTD | +19.9% | +105.3% | -85.4% | +9.3% |
| 1Y | +41.4% | +91.4% | -50.0% | +30.0% |
| 3Y | +239.2% | +84.6% | +154.6% | +208.7% |
| All | +185.7% | +196.2% | -10.5% | +101.8% |
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