-64.1%
OUST vs GPC
+43.7%
-107.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.3% | +15.3% | +14.5% |
| 7D | +17.0% | +1.6% | +15.4% | +16.4% |
| 30D | -16.5% | -2.1% | -14.4% | -16.4% |
| 3M | -23.7% | -6.8% | -16.9% | -22.3% |
| 6M | +18.4% | +18.6% | -0.2% | +6.0% |
| YTD | +60.8% | +2.7% | +58.1% | +51.5% |
| 1Y | +44.2% | +1.8% | +42.4% | +36.4% |
| 3Y | +668.1% | +1.1% | +667.0% | +594.5% |
| 5Y | -48.8% | +4.1% | -52.9% | -55.1% |
| All | -64.1% | +43.7% | -107.9% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling