-71.5%
USO vs GFI
+239.7%
-311.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | +9.1% | -4.9% | +14.0% | +9.7% |
| 30D | +21.7% | +10.7% | +11.0% | +20.1% |
| 3M | +20.2% | +25.6% | -5.4% | +16.5% |
| 6M | +43.4% | -8.3% | +51.6% | +42.3% |
| YTD | +124.0% | +6.3% | +117.7% | +116.7% |
| 1Y | +112.2% | +22.1% | +90.1% | +100.1% |
| 3Y | +97.7% | +289.2% | -191.5% | +55.6% |
| 5Y | +217.4% | +531.7% | -314.2% | +125.5% |
| 10Y | +82.8% | +1,043.8% | -961.0% | +5.3% |
| All | -71.5% | +239.7% | -311.2% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling