-60.2%
OUST vs GAP
+38.0%
-98.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.5% | +7.4% | +9.7% |
| 7D | +36.7% | 0.0% | +36.6% | +37.0% |
| 30D | -3.3% | -4.3% | +1.0% | -1.9% |
| 3M | -11.1% | +9.4% | -20.5% | -14.7% |
| 6M | +53.1% | -3.3% | +56.3% | +49.7% |
| YTD | +78.2% | -10.5% | +88.8% | +78.3% |
| 1Y | +50.0% | -2.4% | +52.4% | +44.5% |
| 3Y | +836.2% | +80.1% | +756.1% | +545.1% |
| 5Y | -50.0% | +6.5% | -56.4% | -64.2% |
| All | -60.2% | +38.0% | -98.2% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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