+178.3%
GM vs OUST
-61.4%
+239.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.2% | -2.5% |
| 7D | +0.4% | +12.7% | -12.3% | -0.8% |
| 30D | -1.8% | -13.6% | +11.8% | -0.6% |
| 3M | +2.6% | -8.3% | +10.9% | +1.3% |
| 6M | +14.6% | +85.0% | -70.4% | +3.1% |
| YTD | +6.2% | +73.2% | -67.0% | -4.2% |
| 1Y | +48.7% | +32.5% | +16.2% | +35.9% |
| 3Y | +168.3% | +643.8% | -475.5% | +82.6% |
| 5Y | +82.8% | -52.1% | +134.9% | +49.7% |
| All | +178.3% | -61.4% | +239.7% | +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