-28.4%
GIS vs OUST
-60.2%
+31.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -1.4% |
| 7D | +0.4% | +36.7% | -36.3% | +1.6% |
| 30D | +10.1% | -3.3% | +13.4% | +10.2% |
| 3M | -3.7% | -11.1% | +7.5% | -3.6% |
| 6M | +4.3% | +53.1% | -48.8% | +6.8% |
| YTD | -19.8% | +78.2% | -98.0% | -17.2% |
| 1Y | -20.5% | +50.0% | -70.5% | -18.1% |
| 3Y | -38.3% | +836.2% | -874.5% | -32.8% |
| 5Y | -32.2% | -50.0% | +17.8% | -29.5% |
| All | -28.4% | -60.2% | +31.9% | -26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling