+91.4%
USO vs GDDY
-29.3%
+120.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.2% |
| 7D | +9.5% | +3.7% | +5.8% | +9.7% |
| 30D | +23.6% | +10.4% | +13.2% | +24.5% |
| 3M | +3.8% | +19.4% | -15.6% | +5.5% |
| 6M | +55.0% | +14.3% | +40.8% | +57.2% |
| YTD | +105.3% | -18.4% | +123.6% | +104.2% |
| 1Y | +91.4% | -30.1% | +121.5% | +86.7% |
| All | +91.4% | -29.3% | +120.7% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling