+90.8%
FOXA vs GD
+151.5%
-60.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.4% |
| 7D | -4.0% | -5.3% | +1.3% | -1.2% |
| 30D | +12.0% | -6.4% | +18.4% | +16.0% |
| 3M | +0.3% | +5.7% | -5.4% | -3.1% |
| 6M | +12.5% | -0.9% | +13.4% | +12.2% |
| YTD | -9.6% | +8.2% | -17.8% | -14.5% |
| 1Y | +8.6% | +13.4% | -4.8% | -0.1% |
| 3Y | +118.5% | +68.5% | +50.0% | +54.6% |
| 5Y | +88.8% | +97.2% | -8.4% | +16.1% |
| All | +90.8% | +151.5% | -60.7% | -10.8% |
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