+99.6%
FOXA vs GPC
+44.4%
+55.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +3.9% |
| 7D | +2.7% | +0.4% | +2.2% | +2.5% |
| 30D | +10.0% | -6.3% | +16.3% | +12.9% |
| 3M | +5.0% | -8.2% | +13.2% | +8.5% |
| 6M | +3.4% | +27.1% | -23.7% | -7.9% |
| YTD | -5.5% | +3.1% | -8.6% | -9.4% |
| 1Y | +5.5% | +0.1% | +5.5% | +2.5% |
| 3Y | +139.3% | +0.2% | +139.1% | +121.5% |
| 5Y | +77.2% | +4.9% | +72.3% | +53.3% |
| All | +99.6% | +44.4% | +55.2% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling