+185.7%
GS vs OUST
-56.2%
+241.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +0.9% | +5.2% | -4.3% | +0.4% |
| 30D | -1.6% | -19.3% | +17.7% | +0.3% |
| 3M | -4.5% | -22.6% | +18.2% | -3.9% |
| 6M | +20.9% | +62.8% | -41.9% | +11.6% |
| YTD | +19.9% | +68.3% | -48.5% | +9.9% |
| 1Y | +41.4% | +28.5% | +12.9% | +31.3% |
| 3Y | +239.2% | +554.0% | -314.9% | +152.3% |
| All | +185.7% | -56.2% | +241.9% | +172.1% |
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