-26.7%
GPN vs OUST
-53.0%
+26.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.5% | +12.7% | +4.8% |
| 7D | -5.6% | -3.8% | -1.9% | -5.4% |
| 30D | +13.6% | +5.1% | +8.6% | +12.6% |
| 3M | -2.8% | -25.8% | +23.0% | -1.5% |
| 6M | +38.1% | -2.0% | +40.1% | +33.6% |
| YTD | +19.9% | +54.7% | -34.8% | +9.7% |
| 1Y | +23.4% | +48.8% | -25.4% | +13.0% |
| 3Y | -12.6% | +607.8% | -620.5% | -37.7% |
| All | -26.7% | -53.0% | +26.4% | -26.4% |
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