-9.4%
GPN vs OUST
+626.4%
-635.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.0% | -11.5% | +1.9% |
| 7D | +0.6% | +17.0% | -16.4% | -0.3% |
| 30D | +20.1% | -16.5% | +36.6% | +21.0% |
| 3M | +11.4% | -23.7% | +35.0% | +12.4% |
| 6M | +40.8% | +18.4% | +22.4% | +35.0% |
| YTD | +27.1% | +60.8% | -33.7% | +18.2% |
| 1Y | +29.2% | +44.2% | -15.0% | +20.8% |
| 3Y | -9.4% | +668.1% | -677.5% | -30.4% |
| All | -9.4% | +626.4% | -635.8% | -30.4% |
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 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