+50.3%
OUST vs GAP
-4.6%
+54.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.5% | +7.4% | +10.7% |
| 7D | +36.7% | 0.0% | +36.6% | +36.8% |
| 30D | -3.3% | -4.3% | +1.0% | -3.3% |
| 3M | -11.1% | +9.4% | -20.5% | -10.8% |
| 6M | +53.1% | -3.3% | +56.3% | +55.0% |
| YTD | +78.2% | -10.5% | +88.8% | +83.5% |
| All | +50.3% | -4.6% | +54.8% | +53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling