-29.3%
GFS vs OUST
+537.2%
-566.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -9.0% | -0.9% | -8.3% |
| 7D | -20.7% | -5.0% | -15.7% | -20.2% |
| 30D | -25.2% | -32.0% | +6.8% | -20.6% |
| 3M | -26.3% | -32.4% | +6.1% | -21.9% |
| 6M | -50.7% | +6.7% | -57.4% | -52.0% |
| YTD | +4.5% | +41.0% | -36.5% | -2.9% |
| 1Y | +2.5% | +18.0% | -15.5% | -3.0% |
| All | -29.3% | +537.2% | -566.5% | -53.4% |
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 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