+115.4%
FOXA vs GFI
+287.6%
-172.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +1.2% |
| 7D | +0.8% | -4.9% | +5.6% | +0.9% |
| 30D | +5.0% | +10.7% | -5.7% | +4.9% |
| 3M | -3.0% | +25.6% | -28.7% | -3.4% |
| 6M | +14.8% | -8.3% | +23.0% | +15.1% |
| YTD | -8.9% | +6.3% | -15.2% | -9.2% |
| 1Y | +13.3% | +22.1% | -8.8% | +12.3% |
| 3Y | +115.4% | +289.2% | -173.8% | +97.7% |
| All | +115.4% | +287.6% | -172.2% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling