+193.8%
GILD vs FOXA
+92.4%
+101.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -0.9% |
| 7D | -4.8% | +0.8% | -5.6% | -4.9% |
| 30D | +5.8% | +5.0% | +0.7% | +4.9% |
| 3M | +14.9% | -3.0% | +18.0% | +14.9% |
| 6M | -0.4% | +14.8% | -15.1% | -3.3% |
| YTD | +18.5% | -8.9% | +27.4% | +19.4% |
| 1Y | +25.1% | +13.3% | +11.8% | +21.0% |
| 3Y | +105.9% | +115.4% | -9.5% | +77.5% |
| 5Y | +143.0% | +95.3% | +47.7% | +110.6% |
| All | +193.8% | +92.4% | +101.5% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling