-43.1%
GLXY vs OUST
+171.5%
-214.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.0% | +1.9% | -3.9% |
| 7D | -28.4% | -5.0% | -23.4% | -27.9% |
| 30D | -41.4% | -32.0% | -9.4% | -33.6% |
| 3M | -31.9% | -32.4% | +0.4% | -23.4% |
| 6M | -57.2% | +6.7% | -63.9% | -62.5% |
| YTD | -41.9% | +41.0% | -83.0% | -55.5% |
| 1Y | -58.7% | +18.0% | -76.7% | -66.6% |
| All | -43.1% | +171.5% | -214.6% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling