+43.6%
GH vs OUST
-60.6%
+104.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -11.2% | +31.9% | -43.1% | -16.7% |
| 30D | -7.2% | -4.2% | -3.0% | -7.3% |
| 3M | -7.1% | -9.3% | +2.2% | -7.2% |
| 6M | +62.3% | +51.7% | +10.7% | +36.4% |
| YTD | +52.1% | +76.6% | -24.5% | +20.4% |
| 1Y | +58.6% | +48.9% | +9.8% | +29.7% |
| 3Y | +619.9% | +675.3% | -55.4% | +211.2% |
| 5Y | +49.7% | -44.0% | +93.7% | +8.6% |
| All | +43.6% | -60.6% | +104.2% | +20.7% |
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