+36.0%
GPN vs OUST
+41.3%
-5.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +3.9% |
| 7D | +3.7% | +31.9% | -28.2% | +3.9% |
| 30D | +23.6% | -4.2% | +27.8% | +24.1% |
| 3M | +18.3% | -9.3% | +27.6% | +18.8% |
| 6M | +47.8% | +51.7% | -3.9% | +41.7% |
| YTD | +32.6% | +76.6% | -44.1% | +25.0% |
| 1Y | +36.0% | +48.9% | -12.9% | +30.2% |
| All | +36.0% | +41.3% | -5.3% | +30.2% |
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