+82.0%
USO vs GPN
+28.5%
+53.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +9.1% | -4.3% | +13.4% | +9.8% |
| 30D | +21.7% | 0.0% | +21.7% | +21.5% |
| 3M | +20.2% | +35.8% | -15.6% | +13.3% |
| 6M | +43.4% | +22.0% | +21.4% | +36.7% |
| YTD | +124.0% | +15.2% | +108.8% | +115.0% |
| 1Y | +112.2% | +3.5% | +108.7% | +107.6% |
| 3Y | +97.7% | -26.9% | +124.6% | +103.7% |
| 5Y | +217.4% | -44.2% | +261.6% | +242.7% |
| All | +82.0% | +28.5% | +53.4% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling