+54.9%
GD vs OUST
+537.2%
-482.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.0% | +6.7% | -2.1% |
| 7D | -3.9% | -5.0% | +1.1% | -3.8% |
| 30D | +8.1% | -32.0% | +40.1% | +9.0% |
| 3M | -6.8% | -32.4% | +25.6% | -6.0% |
| 6M | +3.0% | +6.7% | -3.7% | +1.0% |
| YTD | +7.8% | +41.0% | -33.3% | +3.9% |
| 1Y | +5.8% | +18.0% | -12.2% | +2.6% |
| All | +54.9% | +537.2% | -482.3% | +34.1% |
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