+22.9%
FOXA vs GLXY
-32.0%
+55.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +13.2% | -12.3% | +0.6% |
| 7D | -2.4% | +14.3% | -16.7% | -2.7% |
| 30D | +8.6% | -19.6% | +28.2% | +8.8% |
| 3M | +9.9% | -20.7% | +30.5% | +10.0% |
| 6M | +0.8% | -49.6% | +50.4% | +2.0% |
| YTD | -6.1% | -28.6% | +22.5% | -6.3% |
| 1Y | +3.3% | -48.0% | +51.3% | +3.5% |
| All | +22.9% | -32.0% | +55.0% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling