+46.4%
GH vs OUST
-53.0%
+99.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.5% | +6.5% | -0.2% |
| 7D | +0.6% | -3.8% | +4.3% | +1.3% |
| 30D | -6.9% | +5.1% | -12.0% | -8.7% |
| 3M | -4.9% | -25.8% | +20.9% | -0.9% |
| 6M | +54.1% | -2.0% | +56.1% | +42.9% |
| YTD | +48.5% | +54.7% | -6.2% | +19.4% |
| 1Y | +61.2% | +48.8% | +12.4% | +30.0% |
| 3Y | +570.3% | +607.8% | -37.5% | +173.0% |
| All | +46.4% | -53.0% | +99.4% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling