+112.2%
USO vs GSK
+21.8%
+90.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +9.1% | -3.5% | +12.6% | +7.5% |
| 30D | +21.7% | -3.4% | +25.1% | +20.0% |
| 3M | +20.2% | -8.1% | +28.4% | +16.3% |
| 6M | +43.4% | -11.1% | +54.5% | +37.9% |
| YTD | +124.0% | +0.7% | +123.2% | +116.1% |
| 1Y | +112.2% | +20.1% | +92.1% | +109.2% |
| All | +112.2% | +21.8% | +90.4% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling