-62.4%
OUST vs GFI
+347.7%
-410.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | +5.2% | +3.1% | +2.1% | +4.8% |
| 30D | -19.3% | +27.1% | -46.4% | -21.7% |
| 3M | -22.6% | +21.2% | -43.8% | -24.7% |
| 6M | +62.8% | -4.5% | +67.3% | +61.7% |
| YTD | +68.3% | +11.7% | +56.6% | +64.8% |
| 1Y | +28.5% | +46.0% | -17.5% | +22.7% |
| 3Y | +554.0% | +309.6% | +244.5% | +456.4% |
| 5Y | -56.2% | +506.0% | -562.3% | -65.1% |
| All | -62.4% | +347.7% | -410.2% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling