+296.3%
GLW vs OUST
-65.4%
+361.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +15.7% | -21.6% | -7.9% |
| 7D | -9.5% | -0.2% | -9.3% | -9.7% |
| 30D | -25.5% | -24.0% | -1.5% | -23.0% |
| 3M | -25.6% | -29.9% | +4.3% | -22.4% |
| 6M | -25.5% | +19.1% | -44.6% | -26.8% |
| YTD | +36.4% | +55.0% | -18.6% | +30.1% |
| 1Y | +40.6% | +21.2% | +19.4% | +36.5% |
| 3Y | +352.8% | +626.0% | -273.2% | +260.9% |
| 5Y | +267.1% | -51.6% | +318.7% | +228.0% |
| All | +296.3% | -65.4% | +361.7% | +251.6% |
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 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