+136.0%
FOXA vs GGLL
+153.6%
-17.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.4% |
| 7D | +7.9% | +6.3% | +1.5% | +7.5% |
| 30D | +8.5% | -35.1% | +43.6% | +10.8% |
| 3M | +6.2% | -37.7% | +43.9% | +8.7% |
| 6M | +8.0% | -54.1% | +62.1% | +12.1% |
| YTD | -6.5% | -29.4% | +22.9% | -5.7% |
| 1Y | +3.6% | -13.4% | +17.0% | +2.7% |
| 3Y | +136.0% | +158.3% | -22.3% | +111.6% |
| All | +136.0% | +153.6% | -17.6% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling