-22.5%
TOST vs GLXY
-38.8%
+16.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.3% | +8.7% | +3.8% |
| 7D | 0.0% | +5.3% | -5.2% | -0.4% |
| 30D | +16.2% | -19.8% | +36.0% | +17.2% |
| 3M | -1.5% | -31.4% | +29.8% | +0.1% |
| 6M | +55.3% | -53.3% | +108.6% | +62.8% |
| YTD | -2.3% | -35.7% | +33.4% | -4.3% |
| 1Y | -5.5% | -47.2% | +41.7% | -5.3% |
| All | -22.5% | -38.8% | +16.4% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling