+109.2%
USO vs GGLL
+206.6%
-97.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | +0.1% |
| 7D | -2.7% | +2.9% | -5.6% | -2.6% |
| 30D | -6.3% | -33.1% | +26.8% | -6.9% |
| 3M | +10.9% | -31.2% | +42.0% | +10.3% |
| 6M | +2.0% | -49.4% | +51.4% | +1.7% |
| YTD | +104.6% | -26.8% | +131.4% | +102.1% |
| 1Y | +94.5% | -17.7% | +112.3% | +90.4% |
| 3Y | +97.1% | +160.4% | -63.4% | +73.9% |
| All | +109.2% | +206.6% | -97.4% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling