-14.0%
GNRC vs OUST
-64.1%
+50.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.0% | -11.4% | 0.0% |
| 7D | -10.7% | +17.0% | -27.7% | -13.8% |
| 30D | -20.1% | -16.5% | -3.6% | -18.1% |
| 3M | -16.3% | -23.7% | +7.4% | -13.1% |
| 6M | -33.9% | +18.4% | -52.3% | -38.9% |
| YTD | +29.6% | +60.8% | -31.2% | +11.6% |
| 1Y | +14.9% | +44.2% | -29.2% | +0.6% |
| 3Y | +72.5% | +668.1% | -595.6% | -8.2% |
| 5Y | -60.1% | -48.8% | -11.3% | -68.9% |
| All | -14.0% | -64.1% | +50.1% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling