-62.6%
OUST vs GFI
+344.2%
-406.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | +4.0% | +4.7% | -0.6% | +3.5% |
| 30D | -14.0% | +14.4% | -28.4% | -15.5% |
| 3M | -5.9% | +32.5% | -38.4% | -9.5% |
| 6M | +76.4% | -7.2% | +83.5% | +75.7% |
| YTD | +67.5% | +10.9% | +56.6% | +64.1% |
| 1Y | +27.1% | +35.5% | -8.3% | +22.1% |
| 3Y | +619.0% | +312.1% | +306.9% | +511.5% |
| 5Y | -54.9% | +524.6% | -579.5% | -64.1% |
| All | -62.6% | +344.2% | -406.9% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling