+5.5%
GD vs OUST
+12.1%
-6.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +15.7% | -18.3% | -1.9% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | +10.5% | -24.0% | +34.5% | +10.0% |
| 3M | -5.0% | -29.9% | +24.9% | -5.5% |
| 6M | +5.5% | +19.1% | -13.7% | +7.9% |
| All | +5.5% | +12.1% | -6.6% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling