+109.9%
USO vs GGLL
+328.7%
-218.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | +9.5% | -4.8% | +14.2% | +9.4% |
| 30D | +23.6% | -13.7% | +37.3% | +23.4% |
| 3M | +3.8% | -21.9% | +25.7% | +3.9% |
| 6M | +55.0% | +11.7% | +43.4% | +53.3% |
| YTD | +105.3% | +2.3% | +103.0% | +103.7% |
| 1Y | +91.4% | +76.2% | +15.2% | +82.3% |
| 3Y | +84.6% | +245.0% | -160.4% | +63.9% |
| All | +109.9% | +328.7% | -218.7% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling