+13.3%
FOXA vs GH
+176.0%
-162.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +0.8% | -2.5% | +3.3% | +1.1% |
| 30D | +5.0% | -4.7% | +9.7% | +5.5% |
| 3M | -3.0% | +20.2% | -23.3% | -6.0% |
| 6M | +14.8% | +78.8% | -64.0% | +4.7% |
| YTD | -8.9% | +54.1% | -63.0% | -14.5% |
| 1Y | +13.3% | +177.1% | -163.8% | -6.7% |
| All | +13.3% | +176.0% | -162.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling