+143.0%
GM vs FOXA
+90.1%
+52.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.8% | +1.8% |
| 7D | -1.1% | -3.7% | +2.7% | +0.7% |
| 30D | -3.4% | +5.4% | -8.8% | -6.2% |
| 3M | +8.7% | -3.7% | +12.4% | +8.2% |
| 6M | +15.4% | +12.6% | +2.9% | +4.7% |
| YTD | +6.6% | -10.0% | +16.6% | +8.7% |
| 1Y | +51.5% | +15.0% | +36.5% | +33.9% |
| 3Y | +169.3% | +115.1% | +54.3% | +62.1% |
| 5Y | +81.6% | +93.0% | -11.5% | +14.8% |
| All | +143.0% | +90.1% | +52.8% | +28.6% |
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