+19.2%
FOXA vs GLXY
+3.8%
+15.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +1.1% |
| 7D | +0.8% | -7.3% | +8.1% | +1.0% |
| 30D | +5.0% | +15.7% | -10.7% | +4.6% |
| 3M | -3.0% | -26.7% | +23.6% | -2.2% |
| 6M | +14.8% | +13.7% | +1.1% | +13.9% |
| YTD | -8.9% | +9.1% | -18.0% | -9.6% |
| 1Y | +13.3% | -15.5% | +28.8% | +12.4% |
| All | +19.2% | +3.8% | +15.4% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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