+102.2%
USO vs GGLL
-11.6%
+113.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.5% | -14.6% | -6.7% |
| 7D | -12.7% | -23.1% | +10.4% | -16.5% |
| 30D | +1.0% | -32.9% | +33.9% | -6.3% |
| 3M | +25.6% | -44.9% | +70.5% | +11.9% |
| 6M | -1.5% | -49.5% | +48.0% | -12.6% |
| YTD | +110.3% | -28.9% | +139.2% | +112.5% |
| 1Y | +102.2% | -12.2% | +114.3% | +104.8% |
| All | +102.2% | -11.6% | +113.8% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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