-64.1%
OUST vs GAP
+33.4%
-97.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -4.1% | +18.2% | +15.4% |
| 7D | +17.0% | -3.8% | +20.8% | +18.7% |
| 30D | -16.5% | -9.0% | -7.5% | -13.9% |
| 3M | -23.7% | +5.5% | -29.1% | -25.9% |
| 6M | +18.4% | -11.1% | +29.4% | +19.4% |
| YTD | +60.8% | -13.6% | +74.3% | +62.6% |
| 1Y | +44.2% | -2.9% | +47.1% | +38.9% |
| 3Y | +668.1% | +69.6% | +598.5% | +440.6% |
| 5Y | -48.8% | +5.4% | -54.2% | -63.1% |
| All | -64.1% | +33.4% | -97.5% | -74.6% |
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