-20.0%
GIS vs OUST
+41.3%
-61.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.9% |
| 7D | +1.5% | +31.9% | -30.4% | +4.3% |
| 30D | +9.2% | -4.2% | +13.4% | +9.5% |
| 3M | -5.4% | -9.3% | +3.9% | -5.1% |
| 6M | +3.4% | +51.7% | -48.2% | +10.3% |
| YTD | -20.5% | +76.6% | -97.1% | -11.9% |
| 1Y | -20.0% | +48.9% | -68.9% | -12.3% |
| All | -20.0% | +41.3% | -61.3% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling