+196.9%
GLD vs FOXA
+98.3%
+98.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -2.0% | -2.4% | +0.4% | -1.9% |
| 30D | -4.4% | +8.6% | -13.1% | -4.6% |
| 3M | -8.9% | +9.9% | -18.8% | -9.1% |
| 6M | -16.0% | +0.8% | -16.8% | -16.0% |
| YTD | -7.9% | -6.1% | -1.8% | -7.9% |
| 1Y | -3.9% | +3.3% | -7.1% | -4.1% |
| 3Y | +103.4% | +133.5% | -30.1% | +99.1% |
| 5Y | +109.7% | +75.8% | +33.9% | +105.7% |
| All | +196.9% | +98.3% | +98.6% | +180.3% |
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