+74.5%
GSK vs OUST
-60.6%
+135.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.1% | +14.0% | -15.0% | -1.1% |
| 30D | +7.8% | +2.5% | +5.3% | +7.8% |
| 3M | +0.3% | -15.3% | +15.6% | +0.3% |
| 6M | +3.4% | +42.6% | -39.2% | +2.8% |
| YTD | +5.9% | +76.6% | -70.7% | +5.0% |
| 1Y | +8.2% | +54.1% | -45.8% | +7.4% |
| 3Y | +65.3% | +675.3% | -610.0% | +60.3% |
| 5Y | +43.3% | -45.1% | +88.4% | +38.4% |
| All | +74.5% | -60.6% | +135.1% | +68.4% |
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