+228.0%
GLD vs FOXA
+86.3%
+141.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +0.9% |
| 7D | +0.1% | -5.4% | +5.6% | +0.2% |
| 30D | +0.2% | +1.1% | -0.9% | +0.2% |
| 3M | +3.2% | -6.1% | +9.3% | +3.3% |
| 6M | -14.6% | +8.2% | -22.9% | -14.9% |
| YTD | +1.8% | -11.8% | +13.6% | +1.9% |
| 1Y | +20.7% | +9.9% | +10.8% | +20.3% |
| 3Y | +126.5% | +110.7% | +15.8% | +122.0% |
| 5Y | +140.0% | +86.9% | +53.1% | +135.2% |
| All | +228.0% | +86.3% | +141.7% | +210.0% |
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