+73.6%
GSK vs OUST
-64.1%
+137.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.0% | -14.2% | -0.2% |
| 7D | +1.7% | +17.0% | -15.3% | +1.6% |
| 30D | +7.0% | -16.5% | +23.5% | +7.1% |
| 3M | -2.7% | -23.7% | +21.0% | -2.6% |
| 6M | +1.4% | +18.4% | -16.9% | +0.9% |
| YTD | +5.3% | +60.8% | -55.4% | +4.4% |
| 1Y | +10.6% | +44.2% | -33.6% | +9.8% |
| 3Y | +62.6% | +668.1% | -605.5% | +57.6% |
| 5Y | +41.7% | -48.8% | +90.5% | +36.9% |
| All | +73.6% | -64.1% | +137.7% | +67.5% |
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