-57.2%
GLXY vs OUST
+2.5%
-59.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.0% | +1.9% | -4.4% |
| 7D | -28.4% | -5.0% | -23.4% | -27.7% |
| 30D | -41.4% | -32.0% | -9.4% | -34.9% |
| 3M | -31.9% | -32.4% | +0.4% | -25.0% |
| 6M | -57.2% | +6.7% | -63.9% | -58.3% |
| All | -57.2% | +2.5% | -59.7% | -58.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling