-42.4%
GPN vs OUST
-60.6%
+18.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | +14.0% | -9.6% | +3.3% |
| 30D | +22.1% | +2.5% | +19.6% | +21.4% |
| 3M | +17.1% | -15.3% | +32.4% | +17.5% |
| 6M | +46.7% | +42.6% | +4.1% | +37.9% |
| YTD | +30.8% | +76.6% | -45.8% | +19.5% |
| 1Y | +31.5% | +54.1% | -22.6% | +21.2% |
| 3Y | -5.1% | +675.3% | -680.4% | -30.0% |
| 5Y | -18.1% | -45.1% | +27.0% | -31.0% |
| All | -42.4% | -60.6% | +18.2% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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