+10.3%
GLXY vs OSCR
+91.8%
-81.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.8% | -3.2% | -6.0% |
| 7D | +4.5% | +4.7% | -0.2% | +3.4% |
| 30D | +28.8% | +14.8% | +14.1% | +24.0% |
| 3M | -23.0% | +16.7% | -39.7% | -27.0% |
| 6M | +17.0% | +127.5% | -110.5% | -9.7% |
| YTD | +12.5% | +121.0% | -108.5% | -12.6% |
| 1Y | -5.4% | +58.4% | -63.8% | -22.8% |
| All | +10.3% | +91.8% | -81.5% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling