+37.3%
GEHC vs OUST
+218.3%
-181.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.7% |
| 7D | -2.3% | +19.9% | -22.2% | -3.3% |
| 30D | +19.0% | +3.6% | +15.4% | +18.5% |
| 3M | +13.3% | -20.6% | +33.9% | +14.0% |
| 6M | +31.5% | +35.1% | -3.5% | +25.3% |
| YTD | 0.0% | +69.1% | -69.2% | -7.1% |
| 1Y | +9.4% | +49.9% | -40.6% | +2.3% |
| 3Y | +18.3% | +642.4% | -624.0% | -7.3% |
| All | +37.3% | +218.3% | -181.0% | +11.4% |
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