+99.0%
USO vs GGLL
-16.8%
+115.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.5% | -6.4% | -3.3% |
| 7D | -9.1% | +6.3% | -15.4% | -7.6% |
| 30D | -3.7% | -35.1% | +31.4% | -11.5% |
| 3M | +20.9% | -37.7% | +58.6% | +10.8% |
| 6M | +6.8% | -54.1% | +60.9% | -8.1% |
| YTD | +106.3% | -29.4% | +135.7% | +108.9% |
| All | +99.0% | -16.8% | +115.8% | +101.1% |
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