+109.2%
GLDM vs OUST
-65.4%
+174.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +15.7% | -12.1% | +3.4% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -1.9% | -24.0% | +22.1% | -1.5% |
| 3M | -0.4% | -29.9% | +29.5% | 0.0% |
| 6M | -10.1% | +19.1% | -29.2% | -10.7% |
| YTD | -5.8% | +55.0% | -60.8% | -7.0% |
| 1Y | +3.1% | +21.2% | -18.1% | +2.0% |
| 3Y | +103.4% | +626.0% | -522.6% | +95.3% |
| 5Y | +125.5% | -51.6% | +177.1% | +117.6% |
| All | +109.2% | -65.4% | +174.6% | +102.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling