+93.0%
FOXA vs GAP
+3.0%
+90.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.4% |
| 7D | -3.7% | -6.3% | +2.6% | -2.7% |
| 30D | +5.4% | -0.2% | +5.6% | +5.2% |
| 3M | -3.7% | 0.0% | -3.7% | -4.0% |
| 6M | +12.6% | -8.1% | +20.7% | +13.1% |
| YTD | -10.0% | -16.5% | +6.5% | -8.5% |
| 1Y | +15.0% | -10.5% | +25.5% | +15.1% |
| 3Y | +115.1% | +104.0% | +11.1% | +74.4% |
| 5Y | +93.0% | +6.8% | +86.3% | +65.6% |
| All | +93.0% | +3.0% | +90.0% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling