+92.4%
FOXA vs GAP
+5.9%
+86.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.6% |
| 7D | +0.8% | -4.1% | +4.9% | +1.7% |
| 30D | +5.0% | +6.2% | -1.2% | +3.5% |
| 3M | -3.0% | -0.7% | -2.3% | -3.3% |
| 6M | +14.8% | -7.1% | +21.9% | +15.2% |
| YTD | -8.9% | -14.1% | +5.2% | -7.6% |
| 1Y | +13.3% | -8.5% | +21.8% | +12.8% |
| 3Y | +115.4% | +115.4% | 0.0% | +62.4% |
| 5Y | +95.3% | +9.8% | +85.5% | +63.7% |
| All | +92.4% | +5.9% | +86.4% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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