+103.1%
USO vs GPC
+2.3%
+100.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.3% | -6.2% | -3.4% |
| 7D | -9.1% | +0.8% | -9.9% | -8.8% |
| 30D | -3.7% | -1.1% | -2.7% | -3.7% |
| 3M | +20.9% | -6.6% | +27.6% | +19.8% |
| 6M | +6.8% | +22.2% | -15.4% | +11.2% |
| YTD | +106.3% | +5.1% | +101.2% | +115.0% |
| 1Y | +100.2% | +2.8% | +97.4% | +108.5% |
| 3Y | +103.1% | +2.4% | +100.7% | +111.2% |
| All | +103.1% | +2.3% | +100.8% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling