-62.4%
OUST vs GPC
+61.6%
-124.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +5.2% | +1.2% | +4.0% | +4.8% |
| 30D | -19.3% | +6.0% | -25.2% | -21.1% |
| 3M | -22.6% | +42.6% | -65.3% | -35.2% |
| 6M | +62.8% | +22.8% | +40.0% | +45.9% |
| YTD | +68.3% | +15.5% | +52.9% | +52.9% |
| 1Y | +28.5% | +2.0% | +26.5% | +24.5% |
| 3Y | +554.0% | -1.4% | +555.5% | +520.2% |
| 5Y | -56.2% | +30.6% | -86.8% | -64.0% |
| All | -62.4% | +61.6% | -124.1% | -71.5% |
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