+46.8%
GH vs OUST
-60.2%
+107.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.8% | -5.6% | +3.0% |
| 7D | -7.0% | +36.7% | -43.7% | -13.3% |
| 30D | -5.2% | -3.3% | -1.8% | -5.4% |
| 3M | -5.8% | -11.1% | +5.4% | -5.5% |
| 6M | +65.9% | +53.1% | +12.9% | +39.1% |
| YTD | +55.5% | +78.2% | -22.8% | +22.8% |
| 1Y | +64.2% | +50.0% | +14.2% | +34.1% |
| 3Y | +606.0% | +836.2% | -230.1% | +188.4% |
| 5Y | +47.3% | -50.0% | +97.3% | +8.6% |
| All | +46.8% | -60.2% | +107.0% | +23.1% |
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