-62.4%
OUST vs GPC
+61.6%
-124.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.6% |
| 7D | +5.2% | +0.4% | +4.8% | +5.1% |
| 30D | -19.3% | +5.1% | -24.4% | -20.9% |
| 3M | -22.6% | +41.5% | -64.2% | -35.0% |
| 6M | +62.8% | +21.8% | +41.0% | +46.3% |
| YTD | +68.3% | +14.6% | +53.8% | +53.3% |
| 1Y | +28.5% | +1.3% | +27.3% | +24.8% |
| 3Y | +554.0% | -1.4% | +555.5% | +519.5% |
| 5Y | -56.2% | +30.6% | -86.8% | -64.0% |
| All | -62.4% | +61.6% | -124.1% | -71.6% |
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