-30.4%
GIS vs OUST
-49.1%
+18.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +14.0% | -16.6% | -2.1% |
| 7D | +3.6% | +17.0% | -13.4% | +4.2% |
| 30D | +13.9% | -16.5% | +30.4% | +13.5% |
| 3M | +0.3% | -23.7% | +24.0% | -0.1% |
| 6M | +5.0% | +18.4% | -13.4% | +6.8% |
| YTD | -18.4% | +60.8% | -79.2% | -16.0% |
| 1Y | -17.4% | +44.2% | -61.6% | -15.2% |
| 3Y | -36.9% | +668.1% | -705.0% | -31.7% |
| All | -30.4% | -49.1% | +18.7% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling