+92.4%
FOXA vs GNRC
+253.7%
-161.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.8% | +0.7% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +5.0% | -15.7% | +20.8% | +7.6% |
| 3M | -3.0% | -27.3% | +24.3% | +0.8% |
| 6M | +14.8% | -12.1% | +26.8% | +14.6% |
| YTD | -8.9% | +37.1% | -46.0% | -16.8% |
| 1Y | +13.3% | -0.5% | +13.8% | +9.0% |
| 3Y | +115.4% | +61.5% | +53.9% | +83.4% |
| 5Y | +95.3% | -58.6% | +153.8% | +111.6% |
| All | +92.4% | +253.7% | -161.3% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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