+154.4%
USO vs GFS
-3.9%
+158.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +2.9% |
| 7D | +3.6% | +2.6% | +0.9% | +3.5% |
| 30D | +23.8% | -16.4% | +40.2% | +23.9% |
| 3M | +8.1% | -41.6% | +49.6% | +8.8% |
| 6M | +34.3% | -3.7% | +37.9% | +34.1% |
| YTD | +111.1% | +29.3% | +81.8% | +107.2% |
| 1Y | +99.9% | +37.1% | +62.8% | +95.4% |
| 3Y | +86.5% | -22.1% | +108.6% | +84.6% |
| All | +154.4% | -3.9% | +158.4% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling