+82.0%
USO vs GFI
+1,066.8%
-984.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | +9.1% | -4.9% | +14.0% | +9.3% |
| 30D | +21.7% | +10.7% | +11.0% | +21.2% |
| 3M | +20.2% | +25.6% | -5.4% | +19.2% |
| 6M | +43.4% | -8.3% | +51.6% | +43.4% |
| YTD | +124.0% | +6.3% | +117.7% | +121.4% |
| 1Y | +112.2% | +22.1% | +90.1% | +107.3% |
| 3Y | +97.7% | +289.2% | -191.5% | +77.7% |
| 5Y | +217.4% | +531.7% | -314.2% | +174.0% |
| All | +82.0% | +1,066.8% | -984.9% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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