+90.1%
FOXA vs GPC
+57.1%
+33.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | -3.7% | -1.8% | -2.0% | -3.1% |
| 30D | +5.4% | +0.1% | +5.3% | +5.2% |
| 3M | -3.7% | +37.4% | -41.1% | -16.7% |
| 6M | +12.6% | +25.4% | -12.9% | +0.8% |
| YTD | -10.0% | +12.2% | -22.1% | -16.5% |
| 1Y | +15.0% | -0.3% | +15.4% | +12.6% |
| 3Y | +115.1% | -1.6% | +116.7% | +102.4% |
| 5Y | +93.0% | +31.0% | +62.1% | +48.0% |
| All | +90.1% | +57.1% | +33.1% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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