+91.4%
USO vs GH
+378.9%
-287.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.7% |
| 7D | +6.2% | -0.2% | +6.4% | +6.2% |
| 30D | +19.1% | -2.6% | +21.7% | +19.0% |
| 3M | +14.2% | +25.1% | -10.9% | +14.9% |
| 6M | +43.7% | +78.5% | -34.7% | +45.6% |
| YTD | +116.8% | +59.4% | +57.5% | +119.7% |
| 1Y | +104.3% | +173.9% | -69.5% | +104.9% |
| All | +91.4% | +378.9% | -287.5% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling