+71.8%
GH vs OUST
+11.1%
+60.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +15.7% | -19.4% | -5.5% |
| 7D | -7.7% | -0.2% | -7.5% | -7.8% |
| 30D | -10.0% | -24.0% | +14.0% | -7.5% |
| 3M | +5.5% | -29.9% | +35.4% | +9.0% |
| 6M | +84.9% | +19.1% | +65.8% | +68.1% |
| YTD | +65.0% | +55.0% | +10.1% | +37.4% |
| 1Y | +71.8% | +21.2% | +50.6% | +50.0% |
| All | +71.8% | +11.1% | +60.7% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling