+169.9%
USO vs GFS
0.0%
+169.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.2% |
| 7D | +9.1% | +3.8% | +5.3% | +9.1% |
| 30D | +21.7% | -11.7% | +33.4% | +21.8% |
| 3M | +20.2% | -41.8% | +62.0% | +21.1% |
| 6M | +43.4% | +6.6% | +36.7% | +42.8% |
| YTD | +124.0% | +34.6% | +89.3% | +119.7% |
| 1Y | +112.2% | +46.2% | +66.0% | +107.0% |
| 3Y | +97.7% | -20.3% | +118.0% | +95.7% |
| All | +169.9% | 0.0% | +169.8% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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