-38.1%
GLXY vs OUST
+240.0%
-278.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.8% | -2.4% |
| 7D | -16.2% | +31.9% | -48.0% | -25.3% |
| 30D | -30.6% | -4.2% | -26.4% | -30.3% |
| 3M | -27.7% | -9.3% | -18.4% | -26.7% |
| 6M | -53.3% | +51.7% | -105.0% | -63.9% |
| YTD | -36.9% | +76.6% | -113.5% | -55.4% |
| 1Y | -55.6% | +48.9% | -104.5% | -66.9% |
| All | -38.1% | +240.0% | -278.1% | -55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling