+179.8%
GM vs OUST
-62.3%
+242.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.3% | -2.6% |
| 7D | -3.4% | +19.9% | -23.4% | -5.3% |
| 30D | +2.7% | +3.6% | -0.9% | +1.8% |
| 3M | -0.4% | -20.6% | +20.3% | +0.9% |
| 6M | +13.3% | +35.1% | -21.7% | +5.5% |
| YTD | +6.8% | +69.1% | -62.4% | -4.3% |
| 1Y | +21.1% | +49.9% | -28.8% | +9.6% |
| 3Y | +231.0% | +642.4% | -411.4% | +124.6% |
| 5Y | +41.9% | -48.3% | +90.2% | +15.3% |
| All | +179.8% | -62.3% | +242.1% | +137.1% |
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