-70.9%
USO vs GPN
+298.6%
-369.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +5.3% |
| 7D | +11.5% | -3.5% | +15.0% | +12.2% |
| 30D | +24.1% | +3.1% | +21.0% | +23.0% |
| 3M | +17.9% | +42.3% | -24.4% | +8.3% |
| 6M | +49.6% | +20.9% | +28.7% | +41.1% |
| YTD | +129.0% | +15.2% | +113.8% | +117.1% |
| 1Y | +112.0% | +5.4% | +106.5% | +104.4% |
| 3Y | +102.3% | -27.4% | +129.7% | +106.9% |
| 5Y | +224.5% | -44.2% | +268.8% | +244.5% |
| 10Y | +86.9% | +27.4% | +59.6% | +55.5% |
| All | -70.9% | +298.6% | -369.5% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling