+97.7%
USO vs GWRE
+50.1%
+47.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | +9.1% | -13.2% | +22.4% | +9.5% |
| 30D | +21.7% | -18.6% | +40.3% | +22.2% |
| 3M | +20.2% | +18.9% | +1.3% | +18.5% |
| 6M | +43.4% | -11.0% | +54.3% | +43.6% |
| YTD | +124.0% | -29.9% | +153.9% | +125.7% |
| 1Y | +112.2% | -44.3% | +156.5% | +115.3% |
| 3Y | +97.7% | +51.7% | +46.0% | +103.5% |
| All | +97.7% | +50.1% | +47.6% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling