-65.5%
OUST vs GPC
+44.4%
-109.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.4% | -8.9% | -8.7% |
| 7D | -3.8% | +0.4% | -4.2% | -3.9% |
| 30D | +5.1% | -6.3% | +11.3% | +7.1% |
| 3M | -25.8% | -8.2% | -17.7% | -23.9% |
| 6M | -2.0% | +27.1% | -29.1% | -14.8% |
| YTD | +54.7% | +3.1% | +51.6% | +45.7% |
| 1Y | +48.8% | +0.1% | +48.7% | +42.3% |
| 3Y | +607.8% | +0.2% | +607.6% | +544.1% |
| 5Y | -52.7% | +4.9% | -57.6% | -58.6% |
| All | -65.5% | +44.4% | -109.9% | -72.9% |
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