+112.2%
USO vs GWRE
-44.7%
+156.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | +9.1% | -13.2% | +22.4% | +9.4% |
| 30D | +21.7% | -18.6% | +40.3% | +22.1% |
| 3M | +20.2% | +18.9% | +1.3% | +17.9% |
| 6M | +43.4% | -11.0% | +54.3% | +45.8% |
| YTD | +124.0% | -29.9% | +153.9% | +122.3% |
| 1Y | +112.2% | -44.3% | +156.5% | +100.5% |
| All | +112.2% | -44.7% | +156.9% | +100.5% |
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