+47.7%
GSK vs OUST
-50.0%
+97.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.8% | -8.4% | +2.4% |
| 7D | +4.9% | +36.7% | -31.8% | +4.8% |
| 30D | +10.8% | -3.3% | +14.2% | +10.8% |
| 3M | -1.8% | -11.1% | +9.3% | -1.8% |
| 6M | +4.1% | +53.1% | -48.9% | +3.2% |
| YTD | +7.9% | +78.2% | -70.4% | +6.6% |
| 1Y | +14.4% | +50.0% | -35.6% | +13.3% |
| 3Y | +68.1% | +836.2% | -768.1% | +60.5% |
| 5Y | +47.7% | -50.0% | +97.6% | +44.4% |
| All | +47.7% | -50.0% | +97.6% | +44.4% |
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 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