-38.7%
GPN vs OUST
-56.2%
+17.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.7% |
| 7D | +0.8% | +5.2% | -4.4% | +0.4% |
| 30D | +5.8% | -19.3% | +25.0% | +7.3% |
| 3M | +37.0% | -22.6% | +59.6% | +37.0% |
| 6M | +20.1% | +62.8% | -42.6% | +10.9% |
| YTD | +20.4% | +68.3% | -47.9% | +10.3% |
| 1Y | +7.4% | +28.5% | -21.1% | -0.4% |
| 3Y | -26.1% | +554.0% | -580.2% | -46.5% |
| All | -38.7% | -56.2% | +17.4% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling