-52.0%
GTLB vs OUST
-48.0%
-4.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | +11.1% | +5.2% | +5.8% | +10.0% |
| 30D | +37.8% | -19.3% | +57.1% | +42.6% |
| 3M | +61.6% | -22.6% | +84.2% | +61.9% |
| 6M | +98.9% | +62.8% | +36.1% | +63.6% |
| YTD | +32.8% | +68.3% | -35.6% | +7.6% |
| 1Y | +14.7% | +28.5% | -13.9% | -4.9% |
| 3Y | +1.3% | +554.0% | -552.7% | -58.5% |
| All | -52.0% | -48.0% | -4.1% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling