+90.8%
FOXA vs GPC
+61.7%
+29.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.9% |
| 7D | -4.0% | +1.2% | -5.2% | -4.5% |
| 30D | +12.0% | +6.0% | +6.0% | +9.2% |
| 3M | +0.3% | +42.6% | -42.4% | -14.7% |
| 6M | +12.5% | +22.8% | -10.3% | +1.7% |
| YTD | -9.6% | +15.5% | -25.1% | -17.2% |
| 1Y | +8.6% | +2.0% | +6.5% | +5.3% |
| 3Y | +118.5% | -1.4% | +120.0% | +106.3% |
| 5Y | +88.8% | +30.6% | +58.2% | +45.8% |
| All | +90.8% | +61.7% | +29.2% | +12.4% |
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 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