+760.2%
GME vs OUST
-65.5%
+825.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.5% | +9.4% | +2.1% |
| 7D | +2.9% | -3.8% | +6.7% | +3.3% |
| 30D | -4.8% | +5.1% | -9.8% | -6.0% |
| 3M | +39.2% | -25.8% | +65.0% | +43.0% |
| 6M | +17.1% | -2.0% | +19.1% | +11.0% |
| YTD | +28.7% | +54.7% | -26.0% | +10.8% |
| 1Y | +23.3% | +48.8% | -25.5% | +6.2% |
| 3Y | +112.9% | +607.8% | -494.9% | +17.6% |
| 5Y | -48.8% | -52.7% | +3.9% | -62.6% |
| All | +760.2% | -65.5% | +825.7% | +360.7% |
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