-41.6%
GPN vs OUST
-60.6%
+19.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.0% |
| 7D | +3.7% | +31.9% | -28.2% | +1.5% |
| 30D | +23.6% | -4.2% | +27.8% | +23.4% |
| 3M | +18.3% | -9.3% | +27.6% | +18.1% |
| 6M | +47.8% | +51.7% | -3.9% | +38.2% |
| YTD | +32.6% | +76.6% | -44.1% | +21.1% |
| 1Y | +36.0% | +48.9% | -12.9% | +25.7% |
| 3Y | -3.9% | +675.3% | -679.1% | -29.0% |
| 5Y | -19.4% | -44.0% | +24.7% | -32.1% |
| All | -41.6% | -60.6% | +19.0% | -49.4% |
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