+107.4%
GLD vs OUST
-68.5%
+175.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.0% | +9.8% | +1.0% |
| 7D | +1.9% | -5.0% | +6.9% | +1.9% |
| 30D | -1.8% | -32.0% | +30.3% | -1.2% |
| 3M | -3.6% | -32.4% | +28.7% | -3.1% |
| 6M | -10.2% | +6.7% | -16.9% | -10.7% |
| YTD | -5.3% | +41.0% | -46.3% | -6.3% |
| 1Y | +2.5% | +18.0% | -15.5% | +1.5% |
| 3Y | +103.2% | +560.6% | -457.4% | +95.2% |
| 5Y | +121.1% | -55.1% | +176.2% | +113.6% |
| All | +107.4% | -68.5% | +175.9% | +101.5% |
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