+232.7%
GLW vs FOXA
+76.9%
+155.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.1% | -8.4% | -5.0% |
| 7D | +7.7% | +2.7% | +5.1% | +7.3% |
| 30D | -18.8% | +10.0% | -28.8% | -20.3% |
| 3M | -27.7% | +5.0% | -32.7% | -28.7% |
| 6M | -44.4% | +3.4% | -47.8% | -45.3% |
| YTD | +31.3% | -5.5% | +36.8% | +33.0% |
| 1Y | +40.0% | +5.5% | +34.5% | +36.1% |
| 3Y | +339.2% | +139.3% | +199.9% | +206.0% |
| All | +232.7% | +76.9% | +155.8% | +159.4% |
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 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