-25.0%
TOST vs GLXY
-35.4%
+10.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.4% |
| 7D | -4.7% | +16.9% | -21.6% | -5.7% |
| 30D | +8.5% | -23.0% | +31.5% | +10.0% |
| 3M | -1.6% | -28.0% | +26.4% | -0.2% |
| 6M | +44.1% | -51.6% | +95.7% | +51.0% |
| YTD | -5.6% | -32.1% | +26.5% | -7.7% |
| 1Y | -12.6% | -51.5% | +38.9% | -10.8% |
| All | -25.0% | -35.4% | +10.4% | -27.3% |
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