+62.9%
GSK vs OUST
+537.2%
-474.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.0% | +7.6% | -1.5% |
| 7D | +3.6% | -5.0% | +8.6% | +3.5% |
| 30D | +8.2% | -32.0% | +40.2% | +8.1% |
| 3M | -1.2% | -32.4% | +31.2% | -1.2% |
| 6M | +1.9% | +6.7% | -4.8% | +1.3% |
| YTD | +5.5% | +41.0% | -35.5% | +4.6% |
| 1Y | +11.8% | +18.0% | -6.2% | +11.0% |
| All | +62.9% | +537.2% | -474.3% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling