+91.4%
USO vs GWRE
-25.4%
+116.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -19.9% | +19.8% | +0.2% |
| 7D | +9.5% | -21.1% | +30.6% | +9.7% |
| 30D | +23.6% | +1.3% | +22.3% | +23.5% |
| 3M | +3.8% | +7.4% | -3.6% | +4.9% |
| 6M | +55.0% | +5.6% | +49.4% | +56.6% |
| YTD | +105.3% | -19.2% | +124.5% | +101.2% |
| 1Y | +91.4% | -25.1% | +116.5% | +86.6% |
| All | +91.4% | -25.4% | +116.8% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling