-2.4%
GFS vs OUST
-44.3%
+41.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.1% | +1.2% |
| 7D | +1.0% | +5.2% | -4.2% | +0.1% |
| 30D | -8.6% | -19.3% | +10.7% | -5.2% |
| 3M | -46.5% | -22.6% | -23.9% | -45.0% |
| 6M | -4.8% | +62.8% | -67.6% | -14.2% |
| YTD | +29.7% | +68.3% | -38.7% | +15.3% |
| 1Y | +35.8% | +28.5% | +7.3% | +23.5% |
| 3Y | -18.3% | +554.0% | -572.4% | -51.2% |
| All | -2.4% | -44.3% | +41.9% | +0.4% |
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