+184.7%
GM vs OUST
-62.4%
+247.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.7% |
| 7D | +1.9% | +5.2% | -3.3% | +1.4% |
| 30D | -1.4% | -19.3% | +17.9% | +0.5% |
| 3M | +5.9% | -22.6% | +28.5% | +6.3% |
| 6M | +12.4% | +62.8% | -50.4% | +2.5% |
| YTD | +8.6% | +68.3% | -59.7% | -1.7% |
| 1Y | +52.6% | +28.5% | +24.1% | +39.9% |
| 3Y | +169.7% | +554.0% | -384.4% | +86.2% |
| 5Y | +87.5% | -56.2% | +143.8% | +54.5% |
| All | +184.7% | -62.4% | +247.1% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling