+58.6%
GD vs OUST
+600.2%
-541.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +15.7% | -18.3% | -2.9% |
| 7D | +3.0% | -0.2% | +3.2% | +2.9% |
| 30D | +10.5% | -24.0% | +34.5% | +11.2% |
| 3M | -5.0% | -29.9% | +24.9% | -4.3% |
| 6M | +5.5% | +19.1% | -13.7% | +3.2% |
| YTD | +10.3% | +55.0% | -44.7% | +6.2% |
| 1Y | +8.2% | +21.2% | -13.0% | +4.9% |
| All | +58.6% | +600.2% | -541.7% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling