+97.2%
GD vs OUST
-56.2%
+153.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -1.8% |
| 7D | -5.3% | +5.2% | -10.5% | -5.4% |
| 30D | -6.4% | -19.3% | +12.8% | -6.0% |
| 3M | +5.7% | -22.6% | +28.3% | +5.8% |
| 6M | -0.9% | +62.8% | -63.7% | -3.7% |
| YTD | +8.2% | +68.3% | -60.2% | +4.8% |
| 1Y | +13.4% | +28.5% | -15.1% | +10.5% |
| 3Y | +68.5% | +554.0% | -485.5% | +52.4% |
| All | +97.2% | -56.2% | +153.4% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling