-38.6%
GIS vs OUST
+729.1%
-767.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | +1.5% | +31.9% | -30.4% | +2.8% |
| 30D | +9.2% | -4.2% | +13.4% | +9.4% |
| 3M | -5.4% | -9.3% | +3.9% | -5.2% |
| 6M | +3.4% | +51.7% | -48.2% | +6.0% |
| YTD | -20.5% | +76.6% | -97.1% | -17.8% |
| 1Y | -20.0% | +48.9% | -68.9% | -17.5% |
| 3Y | -38.6% | +675.3% | -713.9% | -37.8% |
| All | -38.6% | +729.1% | -767.7% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling