+48.7%
GM vs OUST
+34.0%
+14.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.2% | -2.4% |
| 7D | +0.4% | +12.7% | -12.3% | -0.4% |
| 30D | -1.8% | -13.6% | +11.8% | -1.0% |
| 3M | +2.6% | -8.3% | +10.9% | +1.5% |
| 6M | +14.6% | +85.0% | -70.4% | +4.7% |
| YTD | +6.2% | +73.2% | -67.0% | -2.2% |
| 1Y | +48.7% | +32.5% | +16.2% | +39.9% |
| All | +48.7% | +34.0% | +14.7% | +39.9% |
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