+38.2%
GEHC vs OUST
+202.6%
-164.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.6% | -2.4% |
| 7D | +7.6% | +17.0% | -9.4% | +6.6% |
| 30D | +27.5% | -16.5% | +44.0% | +28.3% |
| 3M | +17.2% | -23.7% | +40.9% | +18.2% |
| 6M | +33.6% | +18.4% | +15.2% | +28.2% |
| YTD | +0.6% | +60.8% | -60.1% | -6.2% |
| 1Y | +11.3% | +44.2% | -32.9% | +4.3% |
| 3Y | +16.5% | +668.1% | -651.6% | -9.0% |
| All | +38.2% | +202.6% | -164.4% | +12.5% |
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