+159.6%
USO vs GD
+99.6%
+60.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.9% | +2.7% | -4.6% | -2.7% |
| 30D | -5.2% | +8.6% | -13.8% | -7.4% |
| 3M | +16.4% | -7.1% | +23.5% | +18.7% |
| 6M | +2.5% | +7.5% | -5.0% | -0.6% |
| YTD | +110.5% | +9.9% | +100.6% | +101.4% |
| 1Y | +108.4% | +7.6% | +100.9% | +100.9% |
| 3Y | +99.6% | +56.2% | +43.4% | +61.4% |
| All | +159.6% | +99.6% | +60.1% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling