+20.9%
OUST vs FGI
-70.0%
+91.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +31.9% | -4.1% | +36.0% | +32.2% |
| 30D | -4.2% | -3.4% | -0.9% | -4.1% |
| 3M | -9.3% | +61.8% | -71.1% | -18.1% |
| 6M | +51.7% | +17.0% | +34.6% | +40.0% |
| YTD | +76.6% | +31.4% | +45.2% | +53.6% |
| 1Y | +48.9% | +42.7% | +6.2% | +26.6% |
| 3Y | +675.3% | -0.1% | +675.4% | +484.1% |
| All | +20.9% | -70.0% | +91.0% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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