+131.4%
GDX vs OUST
-64.1%
+195.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +14.0% | -11.8% | +1.2% |
| 7D | +13.6% | +17.0% | -3.4% | +12.4% |
| 30D | +2.5% | -16.5% | +19.0% | +3.4% |
| 3M | +4.4% | -23.7% | +28.0% | +5.6% |
| 6M | -5.2% | +18.4% | -23.6% | -7.8% |
| YTD | +2.1% | +60.8% | -58.7% | -2.7% |
| 1Y | +24.7% | +44.2% | -19.5% | +19.2% |
| 3Y | +211.3% | +668.1% | -456.8% | +159.0% |
| 5Y | +186.7% | -48.8% | +235.5% | +153.3% |
| All | +131.4% | -64.1% | +195.6% | +111.6% |
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