+708.0%
OUST vs GFI
+230.7%
+477.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +14.0% | +2.2% | +11.7% | +13.6% |
| 30D | +2.5% | +2.2% | +0.4% | +2.3% |
| 3M | -15.3% | -4.6% | -10.7% | -14.6% |
| 6M | +42.6% | -16.7% | +59.4% | +44.8% |
| YTD | +76.6% | -9.5% | +86.1% | +78.2% |
| 1Y | +54.1% | -6.8% | +60.9% | +55.1% |
| All | +708.0% | +230.7% | +477.3% | +680.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling