-62.4%
OUST vs GAP
+38.2%
-100.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +5.2% | -4.5% | +9.7% | +6.8% |
| 30D | -19.3% | +9.0% | -28.3% | -22.3% |
| 3M | -22.6% | +5.0% | -27.6% | -25.4% |
| 6M | +62.8% | -17.8% | +80.6% | +68.9% |
| YTD | +68.3% | -10.4% | +78.7% | +68.6% |
| 1Y | +28.5% | -3.4% | +31.9% | +24.6% |
| 3Y | +554.0% | +111.5% | +442.6% | +322.6% |
| 5Y | -56.2% | +8.8% | -65.0% | -68.8% |
| All | -62.4% | +38.2% | -100.7% | -73.7% |
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