+91.4%
USO vs GTLB
-12.2%
+103.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.7% |
| 7D | +6.2% | -6.6% | +12.8% | +6.2% |
| 30D | +19.1% | +13.7% | +5.4% | +19.2% |
| 3M | +14.2% | +52.9% | -38.7% | +14.7% |
| 6M | +43.7% | +88.5% | -44.7% | +44.3% |
| YTD | +116.8% | +23.4% | +93.4% | +118.4% |
| 1Y | +104.3% | -3.8% | +108.2% | +106.8% |
| All | +91.4% | -12.2% | +103.5% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling