+58.4%
GH vs OUST
+50.6%
+7.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -8.2% | +14.0% | -22.1% | -9.7% |
| 30D | -4.9% | +2.5% | -7.5% | -5.7% |
| 3M | -6.2% | -15.3% | +9.1% | -5.3% |
| 6M | +60.0% | +42.6% | +17.4% | +42.2% |
| YTD | +51.5% | +76.6% | -25.1% | +23.3% |
| 1Y | +58.4% | +54.1% | +4.4% | +31.6% |
| All | +58.4% | +50.6% | +7.8% | +31.6% |
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