-7.5%
GNRC vs OUST
-61.4%
+53.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.0% |
| 7D | +4.8% | +12.7% | -7.9% | +2.6% |
| 30D | -10.4% | -13.6% | +3.2% | -8.1% |
| 3M | -28.5% | -8.3% | -20.2% | -29.0% |
| 6M | -6.8% | +85.0% | -91.7% | -20.3% |
| YTD | +39.5% | +73.2% | -33.8% | +19.6% |
| 1Y | +3.4% | +32.5% | -29.1% | -8.6% |
| 3Y | +65.1% | +643.8% | -578.7% | -10.9% |
| 5Y | -57.1% | -52.1% | -5.0% | -66.2% |
| All | -7.5% | -61.4% | +53.9% | -23.1% |
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