+37.2%
FAST vs GLXY
-38.8%
+76.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.6% | -0.6% |
| 7D | +4.2% | +5.3% | -1.1% | +4.2% |
| 30D | +6.7% | -19.8% | +26.5% | +6.6% |
| 3M | +8.0% | -31.4% | +39.4% | +8.1% |
| 6M | +27.4% | -53.3% | +80.8% | +28.1% |
| YTD | +40.5% | -35.7% | +76.2% | +39.7% |
| 1Y | +38.4% | -47.2% | +85.6% | +37.9% |
| All | +37.2% | -38.8% | +76.0% | +34.7% |
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