+76.5%
FOXA vs GD
+99.6%
-23.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +2.7% | +2.7% | 0.0% | +1.8% |
| 30D | +10.0% | +8.6% | +1.4% | +6.9% |
| 3M | +5.0% | -7.1% | +12.1% | +7.5% |
| 6M | +3.4% | +7.5% | -4.1% | +0.5% |
| YTD | -5.5% | +9.9% | -15.4% | -9.1% |
| 1Y | +5.5% | +7.6% | -2.0% | +2.2% |
| 3Y | +139.3% | +56.2% | +83.1% | +100.0% |
| All | +76.5% | +99.6% | -23.1% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling