+91.4%
USO vs GFS
-21.4%
+112.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.7% |
| 7D | +6.2% | +4.5% | +1.7% | +6.3% |
| 30D | +19.1% | -8.2% | +27.3% | +19.0% |
| 3M | +14.2% | -38.9% | +53.1% | +14.5% |
| 6M | +43.7% | -2.9% | +46.6% | +44.2% |
| YTD | +116.8% | +31.8% | +85.1% | +111.3% |
| 1Y | +104.3% | +43.1% | +61.2% | +97.3% |
| All | +91.4% | -21.4% | +112.8% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling