+751.6%
GME vs OUST
-60.2%
+811.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.8% | -9.0% | +0.4% |
| 7D | +5.8% | +36.7% | -30.9% | +1.2% |
| 30D | -3.7% | -3.3% | -0.3% | -3.9% |
| 3M | +33.6% | -11.1% | +44.7% | +33.9% |
| 6M | +5.4% | +53.1% | -47.7% | -7.0% |
| YTD | +27.4% | +78.2% | -50.8% | +7.7% |
| 1Y | +19.0% | +50.0% | -31.0% | +2.8% |
| 3Y | +101.5% | +836.2% | -734.7% | +5.6% |
| 5Y | -50.5% | -50.0% | -0.5% | -64.4% |
| All | +751.6% | -60.2% | +811.8% | +347.8% |
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 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