-52.1%
GLXY vs OUST
+12.1%
-64.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +15.7% | -32.7% | -21.6% |
| 7D | -26.8% | -0.2% | -26.6% | -27.2% |
| 30D | -38.3% | -24.0% | -14.3% | -33.7% |
| 3M | -36.9% | -29.9% | -7.0% | -31.3% |
| 6M | -52.1% | +19.1% | -71.3% | -54.6% |
| All | -52.1% | +12.1% | -64.2% | -54.6% |
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 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