-73.9%
USO vs GSK
+157.6%
-231.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | +9.5% | -1.8% | +11.3% | +9.9% |
| 30D | +23.6% | -2.2% | +25.7% | +24.0% |
| 3M | +3.8% | -1.8% | +5.6% | +3.8% |
| 6M | +55.0% | -10.6% | +65.7% | +57.5% |
| YTD | +105.3% | +4.4% | +100.8% | +99.5% |
| 1Y | +91.4% | +30.4% | +61.0% | +74.5% |
| 3Y | +84.6% | +60.1% | +24.5% | +53.2% |
| 5Y | +191.7% | +46.8% | +144.9% | +144.3% |
| 10Y | +73.3% | +79.2% | -5.9% | +32.2% |
| All | -73.9% | +157.6% | -231.5% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling