+190.8%
GM vs OUST
-60.2%
+251.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.8% | -6.8% | +3.0% |
| 7D | -0.3% | +36.7% | -37.0% | -3.6% |
| 30D | +8.4% | -3.3% | +11.7% | +8.1% |
| 3M | +2.6% | -11.1% | +13.7% | +2.7% |
| 6M | +14.3% | +53.1% | -38.8% | +4.9% |
| YTD | +11.0% | +78.2% | -67.3% | -1.0% |
| 1Y | +27.8% | +50.0% | -22.2% | +15.7% |
| 3Y | +246.7% | +836.2% | -589.5% | +128.4% |
| 5Y | +59.6% | -50.0% | +109.5% | +29.4% |
| All | +190.8% | -60.2% | +251.1% | +145.1% |
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 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