+527.0%
GS vs FOXA
+90.3%
+436.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.4% | -0.6% | +4.0% | +3.6% |
| 30D | +0.2% | +2.3% | -2.1% | -1.0% |
| 3M | -0.3% | -2.8% | +2.5% | -1.0% |
| 6M | +27.4% | +9.6% | +17.8% | +18.7% |
| YTD | +19.6% | -9.9% | +29.5% | +22.2% |
| 1Y | +42.5% | +5.4% | +37.1% | +33.9% |
| 3Y | +240.4% | +115.3% | +125.2% | +123.4% |
| 5Y | +188.9% | +93.1% | +95.8% | +95.1% |
| All | +527.0% | +90.3% | +436.7% | +273.0% |
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 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