+182.4%
GD vs OUST
-68.5%
+251.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.0% | +6.7% | -2.2% |
| 7D | -3.9% | -5.0% | +1.1% | -3.8% |
| 30D | +8.1% | -32.0% | +40.1% | +8.8% |
| 3M | -6.8% | -32.4% | +25.6% | -6.2% |
| 6M | +3.0% | +6.7% | -3.7% | +1.7% |
| YTD | +7.8% | +41.0% | -33.3% | +5.2% |
| 1Y | +5.8% | +18.0% | -12.2% | +3.7% |
| 3Y | +55.3% | +560.6% | -505.3% | +43.4% |
| 5Y | +96.7% | -55.1% | +151.8% | +81.9% |
| All | +182.4% | -68.5% | +251.0% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling