+577.1%
OUST vs GGLL
+245.5%
+331.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.7% |
| 7D | +5.2% | -4.8% | +10.0% | +7.4% |
| 30D | -19.3% | -13.7% | -5.6% | -14.6% |
| 3M | -22.6% | -21.9% | -0.8% | -15.5% |
| 6M | +62.8% | +11.7% | +51.1% | +51.9% |
| YTD | +68.3% | +2.3% | +66.1% | +61.7% |
| 1Y | +28.5% | +76.2% | -47.6% | -1.7% |
| All | +577.1% | +245.5% | +331.6% | +276.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling