+213.1%
USO vs GDDY
+29.8%
+183.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.3% |
| 7D | +9.1% | -3.2% | +12.3% | +9.2% |
| 30D | +21.7% | +6.8% | +14.9% | +21.3% |
| 3M | +20.2% | +30.5% | -10.2% | +17.7% |
| 6M | +43.4% | +13.3% | +30.0% | +41.7% |
| YTD | +124.0% | -21.0% | +144.9% | +127.7% |
| 1Y | +112.2% | -34.0% | +146.2% | +119.2% |
| 3Y | +97.7% | +33.1% | +64.6% | +88.9% |
| All | +213.1% | +29.8% | +183.3% | +203.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling