-72.4%
USO vs GRMN
+1,142.0%
-1,214.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.9% |
| 7D | +6.2% | -1.4% | +7.6% | +6.5% |
| 30D | +19.1% | -13.1% | +32.2% | +22.1% |
| 3M | +14.2% | +14.9% | -0.7% | +10.8% |
| 6M | +43.7% | +13.1% | +30.6% | +39.1% |
| YTD | +116.8% | +35.3% | +81.6% | +102.1% |
| 1Y | +104.3% | +16.0% | +88.4% | +95.7% |
| 3Y | +91.5% | +179.6% | -88.1% | +49.3% |
| 5Y | +214.1% | +75.0% | +139.1% | +167.3% |
| 10Y | +77.0% | +644.1% | -567.1% | +10.7% |
| All | -72.4% | +1,142.0% | -1,214.5% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling