+175.9%
USO vs GFS
-2.1%
+178.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +11.5% | +3.2% | +8.3% | +11.4% |
| 30D | +24.1% | -9.6% | +33.7% | +24.2% |
| 3M | +17.9% | -38.5% | +56.4% | +18.7% |
| 6M | +49.6% | -1.3% | +50.9% | +49.4% |
| YTD | +129.0% | +31.8% | +97.2% | +124.7% |
| 1Y | +112.0% | +44.6% | +67.4% | +106.8% |
| 3Y | +102.3% | -20.6% | +122.9% | +100.2% |
| All | +175.9% | -2.1% | +178.0% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling