+25.8%
USO vs GFI
+13.1%
+12.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.9% | +8.5% | +5.2% |
| 7D | +11.5% | -5.1% | +16.6% | +10.9% |
| 30D | +24.1% | +13.4% | +10.7% | +24.9% |
| All | +25.8% | +13.1% | +12.7% | +26.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling