+94.4%
FOXA vs GD
+149.0%
-54.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | +5.4% | -5.0% | +10.3% | +8.2% |
| 30D | +6.3% | +8.9% | -2.6% | +1.4% |
| 3M | +8.3% | -8.0% | +16.4% | +13.0% |
| 6M | +7.6% | +2.9% | +4.7% | +5.2% |
| YTD | -7.9% | +7.1% | -15.0% | -12.6% |
| 1Y | +2.4% | +5.9% | -3.6% | -2.3% |
| 3Y | +120.3% | +53.9% | +66.5% | +65.4% |
| 5Y | +71.0% | +95.4% | -24.4% | +5.7% |
| All | +94.4% | +149.0% | -54.6% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling