-24.6%
GPN vs OUST
+611.5%
-636.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.7% |
| 7D | +0.8% | +5.2% | -4.4% | +0.5% |
| 30D | +5.8% | -19.3% | +25.0% | +7.0% |
| 3M | +37.0% | -22.6% | +59.6% | +37.0% |
| 6M | +20.1% | +62.8% | -42.6% | +12.1% |
| YTD | +20.4% | +68.3% | -47.9% | +11.7% |
| 1Y | +7.4% | +28.5% | -21.1% | +0.7% |
| All | -24.6% | +611.5% | -636.1% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling