+93.1%
FOXA vs GPN
-44.5%
+137.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.8% | -4.3% | +5.1% | +2.0% |
| 30D | +5.0% | 0.0% | +5.0% | +4.9% |
| 3M | -3.0% | +35.8% | -38.8% | -10.9% |
| 6M | +14.8% | +22.0% | -7.2% | +7.9% |
| YTD | -8.9% | +15.2% | -24.1% | -13.4% |
| 1Y | +13.3% | +3.5% | +9.8% | +10.7% |
| 3Y | +115.4% | -26.9% | +142.3% | +125.8% |
| All | +93.1% | -44.5% | +137.6% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling