+86.1%
USO vs GRMN
+646.1%
-560.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +11.5% | -1.8% | +13.3% | +11.8% |
| 30D | +24.1% | -12.1% | +36.2% | +26.7% |
| 3M | +17.9% | +18.0% | -0.1% | +14.2% |
| 6M | +49.6% | +13.7% | +35.9% | +44.9% |
| YTD | +129.0% | +35.3% | +93.7% | +113.6% |
| 1Y | +112.0% | +17.2% | +94.7% | +103.0% |
| 3Y | +102.3% | +179.6% | -77.3% | +50.7% |
| 5Y | +224.5% | +75.6% | +149.0% | +180.5% |
| All | +86.1% | +646.1% | -560.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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