+90.1%
FOXA vs GNRC
+243.6%
-153.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.6% | +2.4% |
| 7D | -3.7% | -0.7% | -3.0% | -3.7% |
| 30D | +5.4% | -15.8% | +21.2% | +8.0% |
| 3M | -3.7% | -24.0% | +20.3% | -0.7% |
| 6M | +12.6% | -13.8% | +26.3% | +12.7% |
| YTD | -10.0% | +33.2% | -43.2% | -17.4% |
| 1Y | +15.0% | -1.8% | +16.8% | +10.8% |
| 3Y | +115.1% | +57.7% | +57.4% | +83.7% |
| 5Y | +93.0% | -59.7% | +152.8% | +110.1% |
| All | +90.1% | +243.6% | -153.5% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling