+423.7%
GS vs FOXA
+94.4%
+329.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.3% |
| 7D | -3.2% | +5.4% | -8.6% | -5.4% |
| 30D | -2.4% | +6.3% | -8.7% | -5.2% |
| 3M | -15.7% | +8.3% | -24.1% | -19.2% |
| 6M | -6.8% | +7.6% | -14.4% | -12.4% |
| YTD | -0.1% | -7.9% | +7.9% | +0.7% |
| 1Y | +12.1% | +2.4% | +9.7% | +7.2% |
| 3Y | +185.8% | +120.3% | +65.4% | +85.0% |
| 5Y | +140.1% | +71.0% | +69.1% | +72.2% |
| All | +423.7% | +94.4% | +329.3% | +207.3% |
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