+382.5%
GLW vs FOXA
+89.1%
+293.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +7.8% | +7.6% |
| 7D | +14.0% | -0.6% | +14.6% | +14.1% |
| 30D | +0.4% | +2.3% | -2.0% | -0.3% |
| 3M | -11.3% | -2.8% | -8.5% | -11.1% |
| 6M | +35.1% | +9.6% | +25.5% | +29.9% |
| YTD | +90.5% | -9.9% | +100.4% | +95.2% |
| 1Y | +132.0% | +5.4% | +126.6% | +123.2% |
| 3Y | +463.3% | +115.3% | +348.1% | +305.6% |
| 5Y | +382.5% | +93.1% | +289.4% | +250.2% |
| All | +382.5% | +89.1% | +293.4% | +250.2% |
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