+134.2%
USO vs GEHC
+2.1%
+132.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | +9.1% | -7.2% | +16.3% | +8.5% |
| 30D | +21.7% | -11.6% | +33.2% | +20.6% |
| 3M | +20.2% | -0.8% | +21.1% | +20.3% |
| 6M | +43.4% | -11.9% | +55.3% | +43.2% |
| YTD | +124.0% | -21.9% | +145.9% | +124.8% |
| 1Y | +112.2% | -17.8% | +130.0% | +112.1% |
| 3Y | +97.7% | -3.5% | +101.2% | +93.4% |
| All | +134.2% | +2.1% | +132.1% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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