+90.1%
FOXA vs GPN
-29.2%
+119.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.5% |
| 7D | -3.7% | -3.5% | -0.2% | -2.6% |
| 30D | +5.4% | +3.1% | +2.2% | +4.1% |
| 3M | -3.7% | +42.3% | -46.0% | -15.2% |
| 6M | +12.6% | +20.9% | -8.3% | +4.1% |
| YTD | -10.0% | +15.2% | -25.2% | -15.9% |
| 1Y | +15.0% | +5.4% | +9.6% | +10.4% |
| 3Y | +115.1% | -27.4% | +142.5% | +129.5% |
| 5Y | +93.0% | -44.2% | +137.2% | +121.8% |
| All | +90.1% | -29.2% | +119.3% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling