-42.6%
GFS vs OUST
-56.4%
+13.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.5% |
| 3M | -26.3% | -32.4% | +6.1% | -21.8% |
| 6M | -50.7% | +6.7% | -57.4% | -52.4% |
| YTD | +4.5% | +41.0% | -36.5% | -4.7% |
| 1Y | +2.5% | +18.0% | -15.5% | -4.5% |
| 3Y | -30.9% | +560.6% | -591.5% | -58.6% |
| 5Y | -42.6% | -55.1% | +12.5% | -43.3% |
| All | -42.6% | -56.4% | +13.8% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling