+27.6%
GDDY vs OUST
-63.6%
+91.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -3.2% | -3.0% | -0.2% | -3.1% |
| 30D | +6.8% | -23.4% | +30.2% | +8.0% |
| 3M | +30.5% | -10.8% | +41.3% | +29.0% |
| 6M | +13.3% | +42.7% | -29.4% | +7.2% |
| YTD | -21.0% | +63.3% | -84.2% | -26.4% |
| 1Y | -34.0% | +15.0% | -49.0% | -37.5% |
| 3Y | +33.1% | +610.9% | -577.8% | -0.4% |
| 5Y | +30.3% | -54.8% | +85.1% | +20.0% |
| All | +27.6% | -63.6% | +91.2% | +19.8% |
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