+1.0%
GTLB vs OUST
+41.3%
-40.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -10.9% | +31.9% | -42.8% | -12.2% |
| 30D | -15.3% | -4.2% | -11.1% | -15.5% |
| 3M | +14.6% | -9.3% | +23.8% | +14.1% |
| 6M | +79.6% | +51.7% | +27.9% | +67.3% |
| YTD | +24.3% | +76.6% | -52.3% | +10.0% |
| 1Y | +1.0% | +48.9% | -47.9% | -10.2% |
| All | +1.0% | +41.3% | -40.3% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling