+2.3%
GEHC vs OUST
+554.0%
-551.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -4.0% | +5.2% | -9.2% | -4.3% |
| 30D | -2.0% | -19.3% | +17.3% | -0.9% |
| 3M | +8.0% | -22.6% | +30.6% | +7.9% |
| 6M | -12.8% | +62.8% | -75.5% | -19.0% |
| YTD | -15.9% | +68.3% | -84.3% | -22.5% |
| 1Y | -6.9% | +28.5% | -35.5% | -13.3% |
| All | +2.3% | +554.0% | -551.7% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling