+178.8%
USO vs GTLB
-49.8%
+228.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.1% | +3.5% | +5.6% |
| 7D | +11.5% | -4.1% | +15.5% | +11.5% |
| 30D | +24.1% | +12.3% | +11.8% | +23.9% |
| 3M | +17.9% | +65.9% | -48.0% | +16.9% |
| 6M | +49.6% | +104.0% | -54.4% | +47.6% |
| YTD | +129.0% | +26.0% | +103.0% | +128.1% |
| 1Y | +112.0% | -3.5% | +115.5% | +112.4% |
| 3Y | +102.3% | -9.6% | +111.9% | +101.9% |
| All | +178.8% | -49.8% | +228.6% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling