+195.5%
USO vs GD
+97.9%
+97.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | +9.5% | -5.3% | +14.7% | +11.1% |
| 30D | +23.6% | -6.4% | +30.0% | +25.8% |
| 3M | +3.8% | +5.7% | -1.9% | +1.4% |
| 6M | +55.0% | -0.9% | +56.0% | +54.1% |
| YTD | +105.3% | +8.2% | +97.1% | +97.3% |
| 1Y | +91.4% | +13.4% | +77.9% | +80.7% |
| 3Y | +84.6% | +68.5% | +16.1% | +42.9% |
| All | +195.5% | +97.9% | +97.6% | +92.7% |
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 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