+19.1%
USO vs GH
+486.6%
-467.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.7% |
| 7D | +6.2% | -0.2% | +6.4% | +6.3% |
| 30D | +19.1% | -2.6% | +21.7% | +19.2% |
| 3M | +14.2% | +25.1% | -10.9% | +13.3% |
| 6M | +43.7% | +78.5% | -34.7% | +40.4% |
| YTD | +116.8% | +59.4% | +57.5% | +112.6% |
| 1Y | +104.3% | +173.9% | -69.5% | +94.9% |
| 3Y | +91.5% | +382.7% | -291.2% | +75.2% |
| 5Y | +214.1% | +24.4% | +189.7% | +203.6% |
| All | +19.1% | +486.6% | -467.5% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling