+115.7%
GDX vs OUST
-65.5%
+181.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.5% | +8.3% | +0.3% |
| 7D | -6.8% | -3.8% | -3.0% | -6.6% |
| 30D | -2.1% | +5.1% | -7.2% | -2.6% |
| 3M | -7.5% | -25.8% | +18.3% | -6.2% |
| 6M | -15.2% | -2.0% | -13.1% | -16.3% |
| YTD | -4.8% | +54.7% | -59.5% | -9.1% |
| 1Y | +6.7% | +48.8% | -42.1% | +2.0% |
| 3Y | +212.7% | +607.8% | -395.1% | +161.6% |
| 5Y | +151.7% | -52.7% | +204.4% | +123.3% |
| All | +115.7% | -65.5% | +181.2% | +97.7% |
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