+139.4%
USO vs GEHC
+2.6%
+136.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.4% | +7.0% | +5.5% |
| 7D | +11.5% | -7.9% | +19.3% | +10.8% |
| 30D | +24.1% | -11.7% | +35.8% | +23.0% |
| 3M | +17.9% | +0.8% | +17.1% | +18.1% |
| 6M | +49.6% | -11.6% | +61.2% | +49.5% |
| YTD | +129.0% | -21.6% | +150.6% | +130.0% |
| 1Y | +112.0% | -15.3% | +127.3% | +111.5% |
| 3Y | +102.3% | -0.5% | +102.8% | +97.8% |
| All | +139.4% | +2.6% | +136.8% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling