+112.2%
USO vs GFS
+47.5%
+64.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -1.9% |
| 7D | +9.1% | +3.8% | +5.3% | +9.6% |
| 30D | +21.7% | -11.7% | +33.4% | +20.0% |
| 3M | +20.2% | -41.8% | +62.0% | +14.3% |
| 6M | +43.4% | +6.6% | +36.7% | +56.5% |
| YTD | +124.0% | +34.6% | +89.3% | +140.7% |
| 1Y | +112.2% | +46.2% | +66.0% | +129.6% |
| All | +112.2% | +47.5% | +64.7% | +129.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling