+50.8%
GM vs OUST
-49.1%
+99.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +14.0% | -17.6% | -5.0% |
| 7D | -1.4% | +17.0% | -18.4% | -3.3% |
| 30D | +6.4% | -16.5% | +22.9% | +7.8% |
| 3M | -0.7% | -23.7% | +23.0% | +1.1% |
| 6M | +9.9% | +18.4% | -8.4% | +3.0% |
| YTD | +6.7% | +60.8% | -54.1% | -4.7% |
| 1Y | +26.2% | +44.2% | -18.0% | +13.8% |
| 3Y | +205.0% | +668.1% | -463.1% | +95.5% |
| All | +50.8% | -49.1% | +99.9% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling