+200.5%
USO vs GPC
+29.0%
+171.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +2.7% |
| 7D | +3.6% | +0.2% | +3.4% | +3.6% |
| 30D | +23.8% | -0.4% | +24.2% | +23.8% |
| 3M | +8.1% | +39.2% | -31.1% | +9.7% |
| 6M | +34.3% | +18.2% | +16.0% | +37.0% |
| YTD | +111.1% | +12.1% | +99.1% | +115.7% |
| 1Y | +99.9% | -0.7% | +100.6% | +105.4% |
| 3Y | +86.5% | -1.7% | +88.2% | +90.0% |
| 5Y | +200.5% | +29.3% | +171.2% | +175.6% |
| All | +200.5% | +29.0% | +171.5% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling