+149.9%
USO vs GTLB
-47.1%
+197.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.1% |
| 7D | +9.5% | +11.1% | -1.6% | +9.3% |
| 30D | +23.6% | +37.8% | -14.2% | +23.0% |
| 3M | +3.8% | +61.6% | -57.8% | +3.0% |
| 6M | +55.0% | +98.9% | -43.9% | +53.1% |
| YTD | +105.3% | +32.8% | +72.5% | +104.3% |
| 1Y | +91.4% | +14.7% | +76.7% | +91.0% |
| 3Y | +84.6% | +1.3% | +83.2% | +83.8% |
| All | +149.9% | -47.1% | +197.0% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling