+120.8%
USO vs GEHC
+6.6%
+114.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +2.6% |
| 7D | +3.6% | -5.2% | +8.7% | +3.2% |
| 30D | +23.8% | -7.0% | +30.7% | +23.2% |
| 3M | +8.1% | +3.3% | +4.7% | +8.4% |
| 6M | +34.3% | -10.0% | +44.3% | +34.6% |
| YTD | +111.1% | -18.5% | +129.6% | +112.6% |
| 1Y | +99.9% | -14.4% | +114.3% | +100.5% |
| 3Y | +86.5% | +3.4% | +83.1% | +82.9% |
| All | +120.8% | +6.6% | +114.1% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling