+141.6%
GM vs FOXA
+92.4%
+49.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -1.1% |
| 7D | -2.4% | +0.8% | -3.2% | -2.8% |
| 30D | -1.1% | +5.0% | -6.2% | -3.8% |
| 3M | +6.1% | -3.0% | +9.1% | +5.3% |
| 6M | +15.0% | +14.8% | +0.2% | +3.3% |
| YTD | +6.0% | -8.9% | +14.9% | +7.4% |
| 1Y | +47.1% | +13.3% | +33.8% | +31.2% |
| 3Y | +170.5% | +115.4% | +55.1% | +62.9% |
| 5Y | +80.5% | +95.3% | -14.8% | +13.5% |
| All | +141.6% | +92.4% | +49.2% | +27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling