-28.9%
GIS vs OUST
-60.6%
+31.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | +1.5% | +31.9% | -30.4% | +2.6% |
| 30D | +9.2% | -4.2% | +13.4% | +9.3% |
| 3M | -5.4% | -9.3% | +3.9% | -5.2% |
| 6M | +3.4% | +51.7% | -48.2% | +5.9% |
| YTD | -20.5% | +76.6% | -97.1% | -17.9% |
| 1Y | -20.0% | +48.9% | -68.9% | -17.7% |
| 3Y | -38.6% | +675.3% | -713.9% | -33.4% |
| 5Y | -33.1% | -44.0% | +10.9% | -30.3% |
| All | -28.9% | -60.6% | +31.7% | -26.9% |
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