+31.7%
FAST vs GLXY
-41.9%
+73.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.1% | +0.2% |
| 7D | +2.1% | -14.6% | +16.7% | +2.0% |
| 30D | +6.9% | -36.2% | +43.0% | +6.9% |
| 3M | +4.8% | -30.1% | +34.9% | +4.9% |
| 6M | +19.8% | -56.1% | +75.9% | +20.5% |
| YTD | +34.9% | -38.9% | +73.8% | +34.2% |
| 1Y | +32.8% | -55.0% | +87.8% | +32.5% |
| All | +31.7% | -41.9% | +73.6% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling