+3.6%
GPN vs OUST
+34.0%
-30.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -3.5% |
| 7D | -0.7% | +12.7% | -13.4% | -1.1% |
| 30D | +3.8% | -13.6% | +17.4% | +4.1% |
| 3M | +39.2% | -8.3% | +47.5% | +37.4% |
| 6M | +17.9% | +85.0% | -67.1% | +8.6% |
| YTD | +16.4% | +73.2% | -56.9% | +7.6% |
| 1Y | +3.6% | +32.5% | -28.8% | -3.9% |
| All | +3.6% | +34.0% | -30.4% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling