+61.0%
GEN vs OUST
-64.1%
+125.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +14.0% | -16.7% | -3.4% |
| 7D | +2.3% | +17.0% | -14.7% | +1.3% |
| 30D | +33.1% | -16.5% | +49.5% | +33.9% |
| 3M | +6.5% | -23.7% | +30.1% | +7.3% |
| 6M | +53.8% | +18.4% | +35.4% | +48.1% |
| YTD | +11.2% | +60.8% | -49.6% | +4.4% |
| 1Y | +19.4% | +44.2% | -24.8% | +12.5% |
| 3Y | +81.0% | +668.1% | -587.1% | +47.8% |
| 5Y | +33.4% | -48.8% | +82.3% | +18.1% |
| All | +61.0% | -64.1% | +125.1% | +49.0% |
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