+22.1%
GH vs OUST
-56.2%
+78.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.1% |
| 7D | -0.1% | +5.2% | -5.3% | -1.2% |
| 30D | -1.1% | -19.3% | +18.2% | +2.9% |
| 3M | +21.3% | -22.6% | +43.9% | +22.1% |
| 6M | +73.5% | +62.8% | +10.7% | +42.2% |
| YTD | +58.0% | +68.3% | -10.3% | +27.0% |
| 1Y | +163.1% | +28.5% | +134.5% | +116.0% |
| 3Y | +361.0% | +554.0% | -193.0% | +95.0% |
| All | +22.1% | -56.2% | +78.3% | +9.6% |
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 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