-11.6%
GNRC vs OUST
-60.6%
+49.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.5% |
| 7D | -13.1% | +31.9% | -45.0% | -17.9% |
| 30D | -19.2% | -4.2% | -15.0% | -19.2% |
| 3M | -11.8% | -9.3% | -2.5% | -11.2% |
| 6M | -32.5% | +51.7% | -84.2% | -40.1% |
| YTD | +33.3% | +76.6% | -43.3% | +12.8% |
| 1Y | +16.0% | +48.9% | -32.8% | +1.0% |
| 3Y | +75.5% | +675.3% | -599.7% | -6.1% |
| 5Y | -58.7% | -44.0% | -14.7% | -68.3% |
| All | -11.6% | -60.6% | +49.0% | -27.4% |
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