+172.7%
USO vs GTLB
-50.1%
+222.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | +9.1% | -5.7% | +14.8% | +9.2% |
| 30D | +21.7% | +15.1% | +6.5% | +21.4% |
| 3M | +20.2% | +65.5% | -45.2% | +19.2% |
| 6M | +43.4% | +102.9% | -59.5% | +41.4% |
| YTD | +124.0% | +25.2% | +98.8% | +123.1% |
| 1Y | +112.2% | -5.5% | +117.7% | +112.7% |
| 3Y | +97.7% | -10.9% | +108.5% | +97.3% |
| All | +172.7% | -50.1% | +222.8% | +173.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling