+245.1%
GLW vs OUST
-68.5%
+313.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.0% | -3.9% | -11.7% |
| 7D | -19.7% | -5.0% | -14.7% | -19.3% |
| 30D | -38.8% | -32.0% | -6.7% | -35.7% |
| 3M | -33.9% | -32.4% | -1.5% | -30.6% |
| 6M | -36.0% | +6.7% | -42.7% | -36.1% |
| YTD | +18.7% | +41.0% | -22.3% | +14.9% |
| 1Y | +19.8% | +18.0% | +1.8% | +17.3% |
| 3Y | +294.3% | +560.6% | -266.3% | +218.7% |
| 5Y | +205.7% | -55.1% | +260.8% | +176.8% |
| All | +245.1% | -68.5% | +313.7% | +210.4% |
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