-16.4%
GFS vs OUST
-46.8%
+30.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +14.0% | -7.8% | +3.7% |
| 7D | -7.8% | +17.0% | -24.8% | -10.7% |
| 30D | -19.7% | -16.5% | -3.2% | -17.6% |
| 3M | -23.1% | -23.7% | +0.5% | -20.2% |
| 6M | -46.4% | +18.4% | -64.7% | -49.3% |
| YTD | +11.0% | +60.8% | -49.8% | -1.3% |
| 1Y | +12.6% | +44.2% | -31.6% | +1.4% |
| 3Y | -24.9% | +668.1% | -693.0% | -56.6% |
| 5Y | -39.1% | -48.8% | +9.8% | -36.8% |
| All | -16.4% | -46.8% | +30.4% | -14.0% |
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