+213.1%
USO vs GWRE
+15.1%
+198.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | +9.1% | -13.2% | +22.4% | +9.6% |
| 30D | +21.7% | -18.6% | +40.3% | +22.4% |
| 3M | +20.2% | +18.9% | +1.3% | +18.5% |
| 6M | +43.4% | -11.0% | +54.3% | +43.4% |
| YTD | +124.0% | -29.9% | +153.9% | +126.0% |
| 1Y | +112.2% | -44.3% | +156.5% | +116.2% |
| 3Y | +97.7% | +51.7% | +46.0% | +90.7% |
| All | +213.1% | +15.1% | +198.0% | +226.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling