+82.0%
USO vs GAP
+31.2%
+50.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.4% |
| 7D | +9.1% | -4.1% | +13.2% | +9.5% |
| 30D | +21.7% | +6.2% | +15.5% | +20.8% |
| 3M | +20.2% | -0.7% | +20.9% | +19.9% |
| 6M | +43.4% | -7.1% | +50.5% | +42.9% |
| YTD | +124.0% | -14.1% | +138.0% | +123.9% |
| 1Y | +112.2% | -8.5% | +120.7% | +109.9% |
| 3Y | +97.7% | +115.4% | -17.7% | +68.9% |
| 5Y | +217.4% | +9.8% | +207.6% | +184.6% |
| All | +82.0% | +31.2% | +50.7% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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