-54.1%
GTLB vs OUST
-52.2%
-1.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.5% | +9.5% | +2.5% |
| 7D | -0.7% | -3.8% | +3.0% | -0.3% |
| 30D | -10.2% | +5.1% | -15.3% | -11.9% |
| 3M | +10.1% | -25.8% | +35.9% | +14.0% |
| 6M | +116.5% | -2.0% | +118.5% | +100.5% |
| YTD | +27.2% | +54.7% | -27.5% | +2.8% |
| 1Y | +8.6% | +48.8% | -40.2% | -12.2% |
| 3Y | +5.6% | +607.8% | -602.2% | -58.5% |
| 5Y | -61.8% | -52.7% | -9.1% | -63.2% |
| All | -54.1% | -52.2% | -1.9% | -56.1% |
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