+76.1%
USO vs GD
+180.8%
-104.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.4% |
| 7D | -10.6% | -1.9% | -8.7% | -10.0% |
| 30D | -4.6% | +10.9% | -15.5% | -8.1% |
| 3M | +12.3% | -6.8% | +19.1% | +15.0% |
| 6M | +5.9% | +7.0% | -1.1% | +2.4% |
| YTD | +104.5% | +11.1% | +93.4% | +93.9% |
| 1Y | +97.3% | +7.0% | +90.3% | +89.8% |
| 3Y | +97.0% | +59.9% | +37.1% | +58.1% |
| 5Y | +151.2% | +102.5% | +48.7% | +80.4% |
| 10Y | +76.1% | +174.0% | -97.9% | +27.9% |
| All | +76.1% | +180.8% | -104.7% | +27.9% |
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