+39.3%
GEHC vs OUST
+191.1%
-151.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.5% | +10.0% | +1.9% |
| 7D | +0.8% | -3.8% | +4.6% | +0.9% |
| 30D | +21.3% | +5.1% | +16.3% | +20.7% |
| 3M | +12.6% | -25.8% | +38.4% | +13.7% |
| 6M | +34.3% | -2.0% | +36.3% | +30.9% |
| YTD | +1.4% | +54.7% | -53.3% | -5.3% |
| 1Y | +12.5% | +48.8% | -36.3% | +5.0% |
| 3Y | +19.2% | +607.8% | -588.6% | -6.4% |
| All | +39.3% | +191.1% | -151.9% | +13.5% |
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 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