+103.2%
GLD vs OUST
+626.4%
-523.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -1.2% |
| 7D | +4.7% | +17.0% | -12.3% | +4.2% |
| 30D | -0.9% | -16.5% | +15.6% | -0.6% |
| 3M | -4.4% | -23.7% | +19.3% | -4.0% |
| 6M | -13.6% | +18.4% | -31.9% | -14.5% |
| YTD | -6.0% | +60.8% | -66.8% | -7.7% |
| 1Y | +1.8% | +44.2% | -42.4% | -0.1% |
| 3Y | +103.2% | +668.1% | -564.9% | +92.2% |
| All | +103.2% | +626.4% | -523.2% | +92.2% |
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