-29.5%
GIS vs OUST
-65.5%
+36.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.5% | +10.9% | +2.1% |
| 7D | -3.4% | -3.8% | +0.4% | -3.4% |
| 30D | +6.9% | +5.1% | +1.8% | +7.3% |
| 3M | -10.1% | -25.8% | +15.7% | -10.6% |
| 6M | +5.9% | -2.0% | +7.9% | +6.9% |
| YTD | -21.1% | +54.7% | -75.8% | -19.0% |
| 1Y | -22.5% | +48.8% | -71.3% | -20.4% |
| 3Y | -39.0% | +607.8% | -646.8% | -34.0% |
| 5Y | -33.3% | -52.7% | +19.4% | -30.9% |
| All | -29.5% | -65.5% | +36.0% | -27.8% |
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