+413.7%
GS vs OUST
-65.4%
+479.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +15.7% | -12.2% | +2.1% |
| 7D | +0.3% | -0.2% | +0.5% | +0.2% |
| 30D | +3.9% | -24.0% | +27.8% | +6.2% |
| 3M | -11.4% | -29.9% | +18.5% | -9.1% |
| 6M | +3.7% | +19.1% | -15.5% | -0.8% |
| YTD | +7.1% | +55.0% | -47.9% | -0.7% |
| 1Y | +19.7% | +21.2% | -1.5% | +12.9% |
| 3Y | +202.8% | +626.0% | -423.1% | +131.4% |
| 5Y | +156.7% | -51.6% | +208.3% | +120.6% |
| All | +413.7% | -65.4% | +479.1% | +357.5% |
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