-45.1%
OUST vs GAP
+5.8%
-50.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.7% |
| 7D | +14.0% | -9.3% | +23.3% | +18.0% |
| 30D | +2.5% | -5.5% | +8.0% | +4.6% |
| 3M | -15.3% | +3.5% | -18.8% | -17.2% |
| 6M | +42.6% | +0.7% | +41.9% | +37.2% |
| YTD | +76.6% | -13.4% | +90.0% | +78.6% |
| 1Y | +54.1% | -7.7% | +61.7% | +50.9% |
| 3Y | +675.3% | +74.4% | +600.8% | +405.4% |
| 5Y | -45.1% | +5.3% | -50.4% | -67.0% |
| All | -45.1% | +5.8% | -50.9% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling