+39.4%
GM vs OUST
+11.1%
+28.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +15.7% | -11.1% | +3.7% |
| 7D | +12.1% | -0.2% | +12.3% | +11.9% |
| 30D | +15.2% | -24.0% | +39.2% | +16.9% |
| 3M | +4.9% | -29.9% | +34.8% | +6.7% |
| 6M | +22.6% | +19.1% | +3.5% | +16.4% |
| YTD | +14.4% | +55.0% | -40.6% | +4.8% |
| 1Y | +39.4% | +21.2% | +18.2% | +31.1% |
| All | +39.4% | +11.1% | +28.4% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling