+208.6%
GLD vs FOXA
+97.5%
+111.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.9% |
| 7D | +4.9% | +7.9% | -2.9% | +4.8% |
| 30D | -1.3% | +8.5% | -9.8% | -1.4% |
| 3M | -4.8% | +6.2% | -10.9% | -4.9% |
| 6M | -12.5% | +8.0% | -20.5% | -12.7% |
| YTD | -4.2% | -6.5% | +2.3% | -4.2% |
| 1Y | +3.0% | +3.6% | -0.5% | +2.8% |
| 3Y | +109.1% | +136.0% | -26.9% | +104.6% |
| 5Y | +121.6% | +77.7% | +43.9% | +117.2% |
| All | +208.6% | +97.5% | +111.1% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling