+105.6%
FOXA vs GGLL
+328.7%
-223.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.2% |
| 7D | -4.0% | -4.8% | +0.8% | -3.6% |
| 30D | +12.0% | -13.7% | +25.7% | +13.1% |
| 3M | +0.3% | -21.9% | +22.1% | +1.5% |
| 6M | +12.5% | +11.7% | +0.8% | +10.4% |
| YTD | -9.6% | +2.3% | -11.9% | -10.7% |
| 1Y | +8.6% | +76.2% | -67.6% | +2.2% |
| 3Y | +118.5% | +245.0% | -126.5% | +86.3% |
| All | +105.6% | +328.7% | -223.0% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling