-65.4%
OUST vs GPC
+47.9%
-113.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +1.7% | +14.0% | +15.1% |
| 7D | -0.2% | +4.1% | -4.3% | -1.6% |
| 30D | -24.0% | +0.1% | -24.1% | -24.4% |
| 3M | -29.9% | -3.9% | -26.0% | -29.3% |
| 6M | +19.1% | +24.4% | -5.2% | +4.7% |
| YTD | +55.0% | +5.7% | +49.3% | +44.6% |
| 1Y | +21.2% | +6.8% | +14.4% | +12.3% |
| 3Y | +626.0% | +3.8% | +622.2% | +551.0% |
| 5Y | -51.6% | +9.2% | -60.8% | -58.2% |
| All | -65.4% | +47.9% | -113.4% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling