-53.7%
GTLB vs OUST
-50.3%
-3.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.8% | -4.5% |
| 7D | -11.1% | +17.0% | -28.1% | -14.1% |
| 30D | -7.5% | -16.5% | +9.0% | -5.2% |
| 3M | +34.8% | -23.7% | +58.4% | +38.9% |
| 6M | +98.0% | +18.4% | +79.6% | +73.8% |
| YTD | +28.1% | +60.8% | -32.7% | +3.2% |
| 1Y | +5.6% | +44.2% | -38.6% | -13.8% |
| 3Y | +15.9% | +668.1% | -652.2% | -55.6% |
| 5Y | -61.1% | -48.8% | -12.2% | -63.1% |
| All | -53.7% | -50.3% | -3.4% | -55.9% |
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