+104.3%
USO vs GGLL
+64.8%
+39.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +1.8% |
| 7D | +6.2% | -3.9% | +10.1% | +5.4% |
| 30D | +19.1% | -15.4% | +34.5% | +15.5% |
| 3M | +14.2% | -21.9% | +36.1% | +10.6% |
| 6M | +43.7% | +4.5% | +39.2% | +50.1% |
| YTD | +116.8% | -2.4% | +119.3% | +126.4% |
| 1Y | +104.3% | +57.8% | +46.6% | +102.8% |
| All | +104.3% | +64.8% | +39.5% | +102.8% |
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