+410.2%
GLW vs OUST
+554.0%
-143.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.4% |
| 7D | +3.8% | +5.2% | -1.5% | +2.8% |
| 30D | -1.3% | -19.3% | +17.9% | +2.4% |
| 3M | -21.8% | -22.6% | +0.8% | -18.8% |
| 6M | +6.9% | +62.8% | -55.9% | +0.7% |
| YTD | +77.2% | +68.3% | +8.8% | +65.3% |
| 1Y | +123.2% | +28.5% | +94.7% | +111.7% |
| All | +410.2% | +554.0% | -143.8% | +272.4% |
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 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