-73.8%
USO vs GPC
+429.3%
-503.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.3% | -6.2% | -4.4% |
| 7D | -9.1% | +0.8% | -9.9% | -9.3% |
| 30D | -3.7% | -1.1% | -2.7% | -3.7% |
| 3M | +20.9% | -6.6% | +27.6% | +22.3% |
| 6M | +6.8% | +22.2% | -15.4% | 0.0% |
| YTD | +106.3% | +5.1% | +101.2% | +98.7% |
| 1Y | +100.2% | +2.8% | +97.4% | +93.8% |
| 3Y | +103.1% | +2.4% | +100.7% | +89.7% |
| 5Y | +146.1% | +7.8% | +138.3% | +120.2% |
| 10Y | +73.5% | +87.2% | -13.8% | +23.0% |
| All | -73.8% | +429.3% | -503.0% | -89.0% |
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 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