-60.6%
OUST vs GPC
+46.0%
-106.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +31.9% | +0.4% | +31.5% | +31.9% |
| 30D | -4.2% | -1.8% | -2.4% | -4.1% |
| 3M | -9.3% | -6.6% | -2.7% | -7.6% |
| 6M | +51.7% | +21.3% | +30.3% | +34.6% |
| YTD | +76.6% | +4.3% | +72.3% | +65.7% |
| 1Y | +48.9% | +3.3% | +45.6% | +40.2% |
| 3Y | +675.3% | +0.8% | +674.5% | +605.5% |
| 5Y | -44.0% | +7.4% | -51.4% | -51.3% |
| All | -60.6% | +46.0% | -106.6% | -69.2% |
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