-55.2%
GLXY vs OSCR
+104.5%
-159.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +8.6% | -25.6% | -19.8% |
| 7D | -26.8% | +15.5% | -42.3% | -30.8% |
| 30D | -38.3% | +8.5% | -46.9% | -40.4% |
| 3M | -36.9% | +15.8% | -52.7% | -41.0% |
| 6M | -52.1% | +89.5% | -141.6% | -64.5% |
| YTD | -37.5% | +144.9% | -182.4% | -59.7% |
| 1Y | -55.2% | +105.1% | -160.3% | -69.8% |
| All | -55.2% | +104.5% | -159.7% | -69.8% |
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