-44.4%
GLW vs FOXA
+3.6%
-48.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.1% | -8.4% | -2.5% |
| 7D | +7.7% | +2.7% | +5.1% | +9.1% |
| 30D | -18.8% | +10.0% | -28.8% | -14.7% |
| 3M | -27.7% | +5.0% | -32.7% | -25.3% |
| 6M | -44.4% | +3.4% | -47.8% | -41.0% |
| All | -44.4% | +3.6% | -48.0% | -41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling