-22.5%
TOST vs GLXY
-41.9%
+19.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.2% | -6.6% | -1.7% |
| 7D | +9.4% | -14.6% | +24.1% | +10.1% |
| 30D | +13.5% | -36.2% | +49.7% | +16.6% |
| 3M | -0.1% | -30.1% | +29.9% | +1.2% |
| 6M | +22.5% | -56.1% | +78.6% | +28.9% |
| YTD | -2.4% | -38.9% | +36.5% | -3.9% |
| 1Y | -4.7% | -55.0% | +50.3% | -2.5% |
| All | -22.5% | -41.9% | +19.4% | -24.2% |
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