+189.0%
GLD vs FOXA
+99.6%
+89.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -4.0% | +0.1% |
| 7D | -4.6% | +2.7% | -7.3% | -4.6% |
| 30D | -5.5% | +10.0% | -15.4% | -5.6% |
| 3M | -10.9% | +5.0% | -15.9% | -11.0% |
| 6M | -17.4% | +3.4% | -20.8% | -17.5% |
| YTD | -10.3% | -5.5% | -4.8% | -10.3% |
| 1Y | -7.2% | +5.5% | -12.7% | -7.4% |
| 3Y | +96.9% | +139.3% | -42.4% | +92.6% |
| 5Y | +103.8% | +77.2% | +26.6% | +99.8% |
| All | +189.0% | +99.6% | +89.4% | +172.8% |
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