+20.7%
GM vs OUST
+40.1%
-19.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.5% | +8.2% | +0.3% |
| 7D | -0.2% | -3.8% | +3.6% | 0.0% |
| 30D | +3.6% | +5.1% | -1.5% | +2.9% |
| 3M | -0.2% | -25.8% | +25.6% | +1.2% |
| 6M | +13.9% | -2.0% | +15.9% | +10.0% |
| YTD | +6.5% | +54.7% | -48.3% | -3.2% |
| 1Y | +20.7% | +48.8% | -28.1% | +9.6% |
| All | +20.7% | +40.1% | -19.5% | +9.6% |
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