+157.0%
USO vs GTLB
-50.0%
+207.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.4% | +8.2% | +2.9% |
| 7D | +3.6% | +4.6% | -1.0% | +3.5% |
| 30D | +23.8% | +21.0% | +2.8% | +23.4% |
| 3M | +8.1% | +51.7% | -43.7% | +7.3% |
| 6M | +34.3% | +89.3% | -55.0% | +32.6% |
| YTD | +111.1% | +25.6% | +85.5% | +110.3% |
| 1Y | +99.9% | -1.5% | +101.5% | +100.2% |
| 3Y | +86.5% | -9.9% | +96.4% | +86.2% |
| All | +157.0% | -50.0% | +207.0% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GTLB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling