+120.2%
USO vs GLXY
+7.0%
+113.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.0% | +9.7% | +2.3% |
| 7D | +6.2% | +4.5% | +1.7% | +6.6% |
| 30D | +19.1% | +28.8% | -9.7% | +21.1% |
| 3M | +14.2% | -23.0% | +37.3% | +13.6% |
| 6M | +43.7% | +17.0% | +26.7% | +47.1% |
| YTD | +116.8% | +12.5% | +104.4% | +121.5% |
| 1Y | +104.3% | -5.4% | +109.7% | +110.7% |
| All | +120.2% | +7.0% | +113.2% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling