+122.6%
GRMN vs OUST
-48.5%
+171.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -2.3% |
| 7D | -0.1% | +19.9% | -20.0% | -1.5% |
| 30D | +3.5% | +3.6% | -0.1% | +2.9% |
| 3M | -7.3% | -20.6% | +13.3% | -6.4% |
| 6M | +21.8% | +35.1% | -13.3% | +15.1% |
| YTD | +42.8% | +69.1% | -26.3% | +31.0% |
| 1Y | +46.5% | +49.9% | -3.5% | +35.5% |
| 3Y | +158.3% | +642.4% | -484.1% | +91.2% |
| 5Y | +122.6% | -48.3% | +170.9% | +116.9% |
| All | +122.6% | -48.5% | +171.1% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling