-55.2%
GLXY vs OUST
+11.1%
-66.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +15.7% | -32.7% | -23.2% |
| 7D | -26.8% | -0.2% | -26.6% | -27.6% |
| 30D | -38.3% | -24.0% | -14.3% | -31.9% |
| 3M | -36.9% | -29.9% | -7.0% | -28.7% |
| 6M | -52.1% | +19.1% | -71.3% | -63.2% |
| YTD | -37.5% | +55.0% | -92.5% | -64.4% |
| 1Y | -55.2% | +21.2% | -76.4% | -68.5% |
| All | -55.2% | +11.1% | -66.2% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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