-74.0%
USO vs GPC
+421.3%
-495.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -2.7% | -2.1% | -0.6% | -2.3% |
| 30D | -6.3% | -4.5% | -1.8% | -5.6% |
| 3M | +10.9% | -7.7% | +18.5% | +12.4% |
| 6M | +2.0% | +24.3% | -22.3% | -4.9% |
| YTD | +104.6% | +3.5% | +101.1% | +97.7% |
| 1Y | +94.5% | +0.7% | +93.8% | +89.3% |
| 3Y | +97.1% | 0.0% | +97.1% | +85.2% |
| 5Y | +151.6% | +5.8% | +145.8% | +126.2% |
| 10Y | +81.0% | +75.8% | +5.2% | +31.4% |
| All | -74.0% | +421.3% | -495.3% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling