-55.1%
GTLB vs OUST
-45.4%
-9.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -10.9% | +31.9% | -42.8% | -15.9% |
| 30D | -15.3% | -4.2% | -11.1% | -15.4% |
| 3M | +14.6% | -9.3% | +23.8% | +14.2% |
| 6M | +79.6% | +51.7% | +27.9% | +50.6% |
| YTD | +24.3% | +76.6% | -52.3% | -1.8% |
| 1Y | +1.0% | +48.9% | -47.9% | -17.8% |
| 3Y | +4.6% | +675.3% | -670.7% | -59.3% |
| 5Y | -63.7% | -44.0% | -19.7% | -66.1% |
| All | -55.1% | -45.4% | -9.7% | -58.1% |
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 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