-62.2%
GTLB vs OUST
-48.5%
-13.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.2% | +0.7% |
| 7D | -3.5% | +19.9% | -23.4% | -7.1% |
| 30D | -9.0% | +3.6% | -12.6% | -10.5% |
| 3M | +15.9% | -20.6% | +36.5% | +18.5% |
| 6M | +104.9% | +35.1% | +69.8% | +76.1% |
| YTD | +26.0% | +69.1% | -43.2% | +0.3% |
| 1Y | +1.8% | +49.9% | -48.2% | -17.5% |
| 3Y | +6.0% | +642.4% | -636.4% | -58.5% |
| 5Y | -62.2% | -48.3% | -13.9% | -65.5% |
| All | -62.2% | -48.5% | -13.7% | -65.5% |
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