+216.6%
GRMN vs OUST
-62.4%
+279.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.2% |
| 7D | -2.9% | +5.2% | -8.1% | -3.2% |
| 30D | -8.4% | -19.3% | +10.8% | -7.2% |
| 3M | +15.0% | -22.6% | +37.6% | +15.3% |
| 6M | +11.2% | +62.8% | -51.6% | +4.0% |
| YTD | +37.7% | +68.3% | -30.6% | +28.0% |
| 1Y | +18.5% | +28.5% | -10.1% | +11.3% |
| 3Y | +175.8% | +554.0% | -378.2% | +113.7% |
| 5Y | +75.1% | -56.2% | +131.3% | +55.0% |
| All | +216.6% | -62.4% | +279.1% | +183.8% |
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