+70.3%
FOXA vs GFS
-3.9%
+74.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -0.6% | +2.6% | -3.3% | -0.9% |
| 30D | +2.3% | -16.4% | +18.7% | +4.4% |
| 3M | -2.8% | -41.6% | +38.7% | +2.7% |
| 6M | +9.6% | -3.7% | +13.3% | +6.3% |
| YTD | -9.9% | +29.3% | -39.2% | -17.6% |
| 1Y | +5.4% | +37.1% | -31.7% | -4.9% |
| 3Y | +115.3% | -22.1% | +137.4% | +106.6% |
| All | +70.3% | -3.9% | +74.3% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling