-22.2%
TOST vs GLXY
-38.3%
+16.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -0.1% |
| 7D | +4.0% | -0.5% | +4.6% | +3.6% |
| 30D | +11.1% | -28.6% | +39.7% | +13.2% |
| 3M | +0.8% | -28.1% | +28.9% | +2.1% |
| 6M | +38.8% | -52.0% | +90.8% | +45.2% |
| YTD | -2.1% | -35.1% | +33.0% | -4.0% |
| 1Y | -6.0% | -54.0% | +48.0% | -3.7% |
| All | -22.2% | -38.3% | +16.0% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling