+448.3%
GLW vs FOXA
+90.8%
+357.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.1% | +6.8% |
| 7D | +3.8% | -4.0% | +7.7% | +5.0% |
| 30D | -1.3% | +12.0% | -13.3% | -5.1% |
| 3M | -21.8% | +0.3% | -22.1% | -23.3% |
| 6M | +6.9% | +12.5% | -5.6% | 0.0% |
| YTD | +77.2% | -9.6% | +86.8% | +79.2% |
| 1Y | +123.2% | +8.6% | +114.7% | +108.4% |
| 3Y | +400.0% | +118.5% | +281.5% | +243.8% |
| 5Y | +342.8% | +88.8% | +254.1% | +217.0% |
| All | +448.3% | +90.8% | +357.4% | +231.6% |
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