+15.0%
FOXA vs GPC
+0.5%
+14.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | -3.7% | -1.8% | -2.0% | -3.5% |
| 30D | +5.4% | +0.1% | +5.3% | +5.3% |
| 3M | -3.7% | +37.4% | -41.1% | -6.2% |
| 6M | +12.6% | +25.4% | -12.9% | +10.4% |
| YTD | -10.0% | +12.2% | -22.1% | -13.9% |
| 1Y | +15.0% | -0.3% | +15.4% | +16.5% |
| All | +15.0% | +0.5% | +14.5% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling