-47.0%
GPN vs OUST
-62.4%
+15.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | +37.0% | -22.6% | +59.6% | +37.0% |
| 6M | +20.1% | +62.8% | -42.6% | +11.6% |
| YTD | +20.4% | +68.3% | -47.9% | +11.1% |
| 1Y | +7.4% | +28.5% | -21.1% | +0.2% |
| 3Y | -26.1% | +554.0% | -580.2% | -44.5% |
| 5Y | -38.5% | -56.2% | +17.7% | -47.4% |
| All | -47.0% | -62.4% | +15.5% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling