-68.5%
OUST vs GAP
+39.1%
-107.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -5.6% | -3.4% | -7.1% |
| 7D | -5.0% | -2.1% | -2.9% | -4.0% |
| 30D | -32.0% | -5.1% | -26.9% | -30.7% |
| 3M | -32.4% | +9.8% | -42.1% | -35.1% |
| 6M | +6.7% | -3.6% | +10.3% | +4.8% |
| YTD | +41.0% | -9.8% | +50.8% | +40.9% |
| 1Y | +18.0% | -1.5% | +19.4% | +13.5% |
| 3Y | +560.6% | +74.3% | +486.3% | +362.2% |
| 5Y | -55.1% | +9.9% | -65.1% | -68.1% |
| All | -68.5% | +39.1% | -107.7% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling