-43.8%
GPN vs OUST
-60.2%
+16.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.8% | -10.5% | -0.4% |
| 7D | -1.9% | +36.7% | -38.5% | -4.1% |
| 30D | +18.9% | -3.3% | +22.3% | +18.7% |
| 3M | +13.8% | -11.1% | +25.0% | +13.9% |
| 6M | +42.3% | +53.1% | -10.8% | +32.9% |
| YTD | +27.6% | +78.2% | -50.7% | +16.5% |
| 1Y | +30.3% | +50.0% | -19.7% | +20.3% |
| 3Y | -5.8% | +836.2% | -842.0% | -31.7% |
| 5Y | -22.6% | -50.0% | +27.4% | -34.6% |
| All | -43.8% | -60.2% | +16.4% | -51.3% |
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