+82.6%
USO vs GD
+190.6%
-108.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.4% |
| 7D | -12.1% | -5.0% | -7.1% | -10.5% |
| 30D | +3.1% | +8.9% | -5.8% | +0.1% |
| 3M | +24.9% | -8.0% | +32.9% | +28.4% |
| 6M | +10.8% | +2.9% | +7.9% | +8.7% |
| YTD | +114.6% | +7.1% | +107.5% | +106.3% |
| 1Y | +109.4% | +5.9% | +103.5% | +102.0% |
| 3Y | +98.1% | +53.9% | +44.3% | +61.5% |
| 5Y | +162.4% | +95.4% | +67.0% | +91.5% |
| All | +82.6% | +190.6% | -108.0% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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