+187.7%
GM vs OUST
-60.6%
+248.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +0.4% | +31.9% | -31.5% | -2.6% |
| 30D | +7.2% | -4.2% | +11.4% | +7.0% |
| 3M | +1.0% | -9.3% | +10.3% | +1.0% |
| 6M | +13.0% | +51.7% | -38.6% | +3.9% |
| YTD | +9.8% | +76.6% | -66.8% | -2.0% |
| 1Y | +25.9% | +48.9% | -23.0% | +14.1% |
| 3Y | +240.4% | +675.3% | -434.8% | +129.9% |
| 5Y | +56.1% | -44.0% | +100.2% | +26.0% |
| All | +187.7% | -60.6% | +248.3% | +142.7% |
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