+63.6%
FOXA vs GTLB
-50.0%
+113.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.1% |
| 7D | -0.6% | +4.6% | -5.2% | -1.0% |
| 30D | +2.3% | +21.0% | -18.7% | +0.6% |
| 3M | -2.8% | +51.7% | -54.6% | -6.3% |
| 6M | +9.6% | +89.3% | -79.7% | +3.5% |
| YTD | -9.9% | +25.6% | -35.5% | -12.3% |
| 1Y | +5.4% | -1.5% | +6.9% | +4.2% |
| 3Y | +115.3% | -9.9% | +125.2% | +109.4% |
| All | +63.6% | -50.0% | +113.5% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling