+180.6%
GDX vs OUST
-56.4%
+237.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.0% | +10.4% | +2.0% |
| 7D | +5.4% | -5.0% | +10.5% | +5.7% |
| 30D | -2.8% | -32.0% | +29.2% | -0.4% |
| 3M | +2.5% | -32.4% | +34.8% | +4.7% |
| 6M | -0.1% | +6.7% | -6.8% | -2.2% |
| YTD | 0.0% | +41.0% | -41.1% | -4.2% |
| 1Y | +22.2% | +18.0% | +4.2% | +17.9% |
| 3Y | +201.4% | +560.6% | -359.2% | +148.3% |
| 5Y | +180.6% | -55.1% | +235.7% | +148.0% |
| All | +180.6% | -56.4% | +237.0% | +148.0% |
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