+224.5%
USO vs GIS
-25.0%
+249.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.0% | +8.7% | +5.3% |
| 7D | +11.5% | -8.4% | +19.9% | +10.7% |
| 30D | +24.1% | -5.2% | +29.3% | +23.7% |
| 3M | +17.9% | +8.2% | +9.8% | +18.6% |
| 6M | +49.6% | -12.0% | +61.6% | +49.7% |
| YTD | +129.0% | -18.9% | +147.9% | +128.7% |
| 1Y | +112.0% | -23.6% | +135.6% | +111.2% |
| 3Y | +102.3% | -37.6% | +139.9% | +100.0% |
| 5Y | +224.5% | -25.2% | +249.7% | +199.3% |
| All | +224.5% | -25.0% | +249.6% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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