+64.3%
GEN vs OUST
-65.5%
+129.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.5% | +10.9% | +2.8% |
| 7D | +2.0% | -3.8% | +5.8% | +2.2% |
| 30D | +27.7% | +5.1% | +22.7% | +26.9% |
| 3M | +3.3% | -25.8% | +29.1% | +4.2% |
| 6M | +31.8% | -2.0% | +33.8% | +28.7% |
| YTD | +13.5% | +54.7% | -41.2% | +6.7% |
| 1Y | +16.0% | +48.8% | -32.8% | +9.1% |
| 3Y | +70.6% | +607.8% | -537.2% | +39.8% |
| 5Y | +32.1% | -52.7% | +84.8% | +17.3% |
| All | +64.3% | -65.5% | +129.8% | +52.3% |
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