+102.2%
USO vs GPC
+6.5%
+95.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.7% | -9.8% | -7.4% |
| 7D | -12.7% | +4.1% | -16.8% | -11.1% |
| 30D | +1.0% | +0.1% | +0.9% | +1.4% |
| 3M | +25.6% | -3.9% | +29.5% | +24.3% |
| 6M | -1.5% | +24.4% | -25.9% | +9.4% |
| YTD | +110.3% | +5.7% | +104.6% | +132.8% |
| 1Y | +102.2% | +6.8% | +95.4% | +127.0% |
| All | +102.2% | +6.5% | +95.7% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling