+573.7%
OUST vs FGI
+2.3%
+571.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | 0.0% | -9.0% | -9.0% |
| 7D | -5.0% | -11.6% | +6.5% | -4.4% |
| 30D | -32.0% | -3.3% | -28.8% | -32.0% |
| 3M | -32.4% | +65.6% | -97.9% | -37.9% |
| 6M | +6.7% | -2.8% | +9.5% | +1.9% |
| YTD | +41.0% | +30.1% | +10.9% | +26.1% |
| 1Y | +18.0% | +50.2% | -32.2% | +3.2% |
| All | +573.7% | +2.3% | +571.4% | +450.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling