+357.1%
GH vs OUST
+554.0%
-196.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | 0.0% |
| 7D | -0.1% | +5.2% | -5.3% | -1.0% |
| 30D | -1.1% | -19.3% | +18.2% | +1.9% |
| 3M | +21.3% | -22.6% | +43.9% | +22.0% |
| 6M | +73.5% | +62.8% | +10.7% | +49.1% |
| YTD | +58.0% | +68.3% | -10.3% | +33.8% |
| 1Y | +163.1% | +28.5% | +134.5% | +125.9% |
| All | +357.1% | +554.0% | -196.9% | +128.1% |
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 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