+5.1%
GNRC vs OUST
+33.5%
-28.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.0% |
| 7D | +1.9% | +5.2% | -3.3% | +0.9% |
| 30D | -13.8% | -19.3% | +5.4% | -10.3% |
| 3M | -32.6% | -22.6% | -10.0% | -30.7% |
| 6M | -15.2% | +62.8% | -78.0% | -26.4% |
| YTD | +37.4% | +68.3% | -31.0% | +16.9% |
| 1Y | +5.1% | +28.5% | -23.4% | -7.6% |
| All | +5.1% | +33.5% | -28.3% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling