+34.8%
FAST vs GLXY
-55.4%
+90.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.2% | -3.2% | +3.0% |
| 7D | +3.8% | -0.5% | +4.4% | +3.8% |
| 30D | +8.1% | -28.6% | +36.7% | +8.0% |
| 3M | +5.8% | -28.1% | +33.9% | +5.8% |
| 6M | +24.9% | -52.0% | +76.9% | +25.6% |
| YTD | +38.9% | -35.1% | +74.0% | +37.4% |
| All | +34.8% | -55.4% | +90.2% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling