+72.2%
FOXA vs GFS
0.0%
+72.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.9% |
| 7D | +0.8% | +3.8% | -3.1% | +0.3% |
| 30D | +5.0% | -11.7% | +16.8% | +6.5% |
| 3M | -3.0% | -41.8% | +38.7% | +2.6% |
| 6M | +14.8% | +6.6% | +8.1% | +9.8% |
| YTD | -8.9% | +34.6% | -43.6% | -17.1% |
| 1Y | +13.3% | +46.2% | -32.8% | +1.3% |
| 3Y | +115.4% | -20.3% | +135.7% | +106.3% |
| All | +72.2% | 0.0% | +72.2% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling