+570.8%
GH vs OUST
+707.3%
-136.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.7% | -3.8% |
| 7D | -15.6% | +17.0% | -32.6% | -17.9% |
| 30D | -10.4% | -16.5% | +6.1% | -8.5% |
| 3M | -4.3% | -23.7% | +19.4% | -1.7% |
| 6M | +63.5% | +18.4% | +45.2% | +49.1% |
| YTD | +47.7% | +60.8% | -13.1% | +25.6% |
| 1Y | +56.7% | +44.2% | +12.5% | +35.2% |
| All | +570.8% | +707.3% | -136.5% | +239.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling