+138.9%
GLD vs FOXA
+89.1%
+49.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +0.7% | -0.6% | +1.4% | +0.8% |
| 30D | +0.3% | +2.3% | -2.0% | +0.3% |
| 3M | +0.6% | -2.8% | +3.5% | +0.6% |
| 6M | -15.6% | +9.6% | -25.2% | -15.9% |
| YTD | +0.9% | -9.9% | +10.8% | +0.9% |
| 1Y | +19.4% | +5.4% | +14.0% | +19.0% |
| 3Y | +124.5% | +115.3% | +9.2% | +117.6% |
| 5Y | +138.9% | +93.1% | +45.9% | +136.2% |
| All | +138.9% | +89.1% | +49.9% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling