-3.9%
GLD vs FOXA
+2.8%
-6.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -2.0% | -2.4% | +0.4% | -2.0% |
| 30D | -4.4% | +8.6% | -13.1% | -4.2% |
| 3M | -8.9% | +9.9% | -18.8% | -8.7% |
| 6M | -16.0% | +0.8% | -16.8% | -15.8% |
| YTD | -7.9% | -6.1% | -1.8% | -9.6% |
| 1Y | -3.9% | +3.3% | -7.1% | -7.0% |
| All | -3.9% | +2.8% | -6.7% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling