+143.3%
OUST vs GGLL
+188.6%
-45.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.4% | +12.6% | +13.3% |
| 7D | +17.0% | +3.1% | +13.9% | +15.9% |
| 30D | -16.5% | -36.3% | +19.8% | +2.6% |
| 3M | -23.7% | -40.4% | +16.7% | -4.3% |
| 6M | +18.4% | -54.6% | +73.0% | +67.2% |
| YTD | +60.8% | -31.1% | +91.9% | +81.3% |
| 1Y | +44.2% | -19.2% | +63.4% | +48.4% |
| 3Y | +668.1% | +151.5% | +516.6% | +270.0% |
| All | +143.3% | +188.6% | -45.3% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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