+97.5%
FOXA vs GD
+154.6%
-57.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.4% |
| 7D | +7.9% | -3.0% | +10.9% | +9.6% |
| 30D | +8.5% | +9.3% | -0.8% | +3.3% |
| 3M | +6.2% | -7.2% | +13.4% | +10.2% |
| 6M | +8.0% | +5.5% | +2.6% | +4.3% |
| YTD | -6.5% | +9.5% | -16.0% | -12.2% |
| 1Y | +3.6% | +6.4% | -2.9% | -1.3% |
| 3Y | +136.0% | +59.8% | +76.2% | +73.3% |
| 5Y | +77.7% | +98.0% | -20.3% | +9.3% |
| All | +97.5% | +154.6% | -57.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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