+63.4%
FOXA vs GTLB
-49.8%
+113.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.9% |
| 7D | -3.7% | -4.1% | +0.3% | -3.4% |
| 30D | +5.4% | +12.3% | -7.0% | +4.3% |
| 3M | -3.7% | +65.9% | -69.6% | -7.8% |
| 6M | +12.6% | +104.0% | -91.4% | +5.7% |
| YTD | -10.0% | +26.0% | -36.0% | -12.4% |
| 1Y | +15.0% | -3.5% | +18.5% | +14.0% |
| 3Y | +115.1% | -9.6% | +124.7% | +109.2% |
| All | +63.4% | -49.8% | +113.2% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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