+212.6%
GLW vs OUST
-49.1%
+261.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.0% | -11.4% | +0.6% |
| 7D | -13.9% | +17.0% | -30.9% | -16.1% |
| 30D | -35.0% | -16.5% | -18.5% | -33.5% |
| 3M | -32.4% | -23.7% | -8.7% | -30.0% |
| 6M | -41.3% | +18.4% | -59.7% | -42.5% |
| YTD | +21.8% | +60.8% | -38.9% | +15.2% |
| 1Y | +21.8% | +44.2% | -22.4% | +16.1% |
| 3Y | +307.7% | +668.1% | -360.4% | +215.9% |
| All | +212.6% | -49.1% | +261.7% | +176.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling