+114.5%
USO vs GLXY
-35.4%
+149.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.9% | +8.2% | +3.0% |
| 7D | -1.4% | +16.9% | -18.4% | -0.6% |
| 30D | -4.6% | -23.0% | +18.4% | -5.7% |
| 3M | +14.7% | -28.0% | +42.7% | +13.2% |
| 6M | +1.2% | -51.6% | +52.9% | -1.7% |
| YTD | +111.2% | -32.1% | +143.3% | +110.2% |
| 1Y | +109.3% | -51.5% | +160.8% | +107.2% |
| All | +114.5% | -35.4% | +149.9% | +121.7% |
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