+100.7%
FOXA vs GGLL
+309.0%
-208.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.8% |
| 7D | -5.4% | -3.9% | -1.5% | -5.2% |
| 30D | +1.1% | -15.4% | +16.5% | +2.3% |
| 3M | -6.1% | -21.9% | +15.8% | -4.9% |
| 6M | +8.2% | +4.5% | +3.7% | +6.8% |
| YTD | -11.8% | -2.4% | -9.4% | -12.6% |
| 1Y | +9.9% | +57.8% | -47.9% | +4.4% |
| 3Y | +110.7% | +227.2% | -116.5% | +80.4% |
| All | +100.7% | +309.0% | -208.3% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling