+24.2%
GDDY vs OUST
-53.5%
+77.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +0.9% |
| 7D | -8.1% | +4.0% | -12.2% | -8.3% |
| 30D | +2.3% | -14.0% | +16.3% | +2.8% |
| 3M | +14.7% | -5.9% | +20.7% | +13.1% |
| 6M | +2.1% | +76.4% | -74.3% | -4.9% |
| YTD | -24.6% | +67.5% | -92.0% | -29.8% |
| 1Y | -37.1% | +27.1% | -64.2% | -40.9% |
| 3Y | +25.5% | +619.0% | -593.5% | -7.1% |
| 5Y | +24.2% | -54.9% | +79.2% | +27.5% |
| All | +24.2% | -53.5% | +77.8% | +27.5% |
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