-60.6%
OUST vs GAP
+36.4%
-97.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | +31.9% | -0.1% | +32.0% | +32.2% |
| 30D | -4.2% | -5.4% | +1.2% | -2.4% |
| 3M | -9.3% | +2.9% | -12.2% | -11.0% |
| 6M | +51.7% | -4.4% | +56.1% | +48.9% |
| YTD | +76.6% | -11.6% | +88.2% | +77.4% |
| 1Y | +48.9% | -6.0% | +54.9% | +45.4% |
| 3Y | +675.3% | +78.0% | +597.3% | +436.4% |
| 5Y | -44.0% | +8.5% | -52.5% | -60.0% |
| All | -60.6% | +36.4% | -97.0% | -72.3% |
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