+14.9%
GLXY vs OSCR
+75.7%
-60.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | +13.4% | +5.8% | +7.6% | +11.1% |
| 30D | +38.1% | +7.1% | +31.0% | +33.5% |
| 3M | -7.3% | +36.7% | -44.0% | -19.4% |
| 6M | +8.2% | +114.3% | -106.1% | -25.7% |
| YTD | +17.8% | +124.4% | -106.7% | -21.4% |
| 1Y | +14.9% | +75.5% | -60.5% | -12.3% |
| All | +14.9% | +75.7% | -60.8% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling