-22.8%
GIS vs OUST
-62.4%
+39.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.1% | -2.4% |
| 7D | -7.8% | +5.2% | -13.1% | -7.7% |
| 30D | +6.6% | -19.3% | +25.8% | +6.0% |
| 3M | +21.0% | -22.6% | +43.6% | +20.9% |
| 6M | -9.1% | +62.8% | -71.8% | -6.9% |
| YTD | -13.6% | +68.3% | -82.0% | -11.3% |
| 1Y | -18.0% | +28.5% | -46.6% | -16.1% |
| 3Y | -33.7% | +554.0% | -587.7% | -28.6% |
| 5Y | -19.4% | -56.2% | +36.8% | -16.8% |
| All | -22.8% | -62.4% | +39.6% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling