+81.0%
USO vs GD
+174.7%
-93.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.7% | +0.6% | -3.4% | -3.0% |
| 30D | -6.3% | +9.5% | -15.8% | -9.3% |
| 3M | +10.9% | -5.8% | +16.7% | +13.1% |
| 6M | +2.0% | +7.7% | -5.7% | -1.6% |
| YTD | +104.6% | +11.1% | +93.5% | +94.0% |
| 1Y | +94.5% | +6.1% | +88.5% | +87.7% |
| 3Y | +97.1% | +59.8% | +37.2% | +58.1% |
| 5Y | +151.6% | +104.6% | +47.0% | +79.8% |
| 10Y | +81.0% | +170.5% | -89.5% | +28.7% |
| All | +81.0% | +174.7% | -93.7% | +28.7% |
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