+115.4%
FOXA vs GPN
-27.6%
+143.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +0.8% | -4.6% | +5.4% | +2.0% |
| 30D | +5.0% | -0.3% | +5.3% | +5.0% |
| 3M | -3.0% | +35.4% | -38.5% | -10.4% |
| 6M | +14.8% | +21.7% | -6.9% | +8.3% |
| YTD | -8.9% | +14.9% | -23.8% | -12.9% |
| 1Y | +13.3% | +3.2% | +10.1% | +11.2% |
| 3Y | +115.4% | -27.1% | +142.6% | +114.1% |
| All | +115.4% | -27.6% | +143.0% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling