+15.5%
FOXA vs GLXY
+7.0%
+8.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.0% | +4.9% | -1.9% |
| 7D | -5.4% | +4.5% | -10.0% | -5.5% |
| 30D | +1.1% | +28.8% | -27.7% | +0.5% |
| 3M | -6.1% | -23.0% | +16.9% | -5.4% |
| 6M | +8.2% | +17.0% | -8.8% | +7.4% |
| YTD | -11.8% | +12.5% | -24.3% | -12.5% |
| 1Y | +9.9% | -5.4% | +15.3% | +8.7% |
| All | +15.5% | +7.0% | +8.4% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling