+119.5%
USO vs GGLL
+188.6%
-69.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.2% |
| 7D | -12.1% | +3.1% | -15.2% | -12.0% |
| 30D | +3.1% | -36.3% | +39.5% | +2.4% |
| 3M | +24.9% | -40.4% | +65.2% | +23.9% |
| 6M | +10.8% | -54.6% | +65.4% | +10.3% |
| YTD | +114.6% | -31.1% | +145.7% | +111.7% |
| 1Y | +109.4% | -19.2% | +128.6% | +103.9% |
| 3Y | +98.1% | +151.5% | -53.4% | +74.4% |
| All | +119.5% | +188.6% | -69.1% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling