+112.9%
FOXA vs GFS
-21.4%
+134.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.1% |
| 7D | -3.7% | +3.2% | -6.9% | -4.0% |
| 30D | +5.4% | -9.6% | +14.9% | +6.2% |
| 3M | -3.7% | -38.5% | +34.8% | -0.4% |
| 6M | +12.6% | -1.3% | +13.9% | +8.0% |
| YTD | -10.0% | +31.8% | -41.8% | -18.7% |
| 1Y | +15.0% | +44.6% | -29.5% | +1.6% |
| All | +112.9% | -21.4% | +134.3% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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