+47.5%
GRMN vs OUST
+40.1%
+7.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.5% | +7.4% | -0.8% |
| 7D | -0.9% | -3.8% | +2.9% | -0.7% |
| 30D | +1.2% | +5.1% | -3.9% | +0.8% |
| 3M | -8.9% | -25.8% | +16.9% | -8.4% |
| 6M | +23.0% | -2.0% | +25.0% | +20.2% |
| YTD | +41.2% | +54.7% | -13.5% | +28.6% |
| 1Y | +47.5% | +48.8% | -1.3% | +34.7% |
| All | +47.5% | +40.1% | +7.4% | +34.7% |
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 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