+746.3%
GME vs OUST
-60.6%
+806.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +4.8% | +31.9% | -27.1% | +0.7% |
| 30D | -4.3% | -4.2% | 0.0% | -4.4% |
| 3M | +35.3% | -9.3% | +44.6% | +35.3% |
| 6M | +4.7% | +51.7% | -46.9% | -7.4% |
| YTD | +26.6% | +76.6% | -50.0% | +7.2% |
| 1Y | +18.3% | +48.9% | -30.6% | +2.3% |
| 3Y | +102.8% | +675.3% | -572.5% | +11.0% |
| 5Y | -48.9% | -44.0% | -4.9% | -63.2% |
| All | +746.3% | -60.6% | +806.9% | +345.6% |
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 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