+450.6%
GS vs FOXA
+96.5%
+354.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +1.7% | +7.9% | -6.3% | -1.8% |
| 3M | -11.6% | +6.7% | -18.3% | -14.6% |
| 6M | -1.9% | +7.5% | -9.4% | -7.8% |
| YTD | +5.1% | -6.9% | +12.0% | +5.4% |
| 1Y | +16.4% | +2.2% | +14.2% | +11.5% |
| 3Y | +199.0% | +131.4% | +67.5% | +89.2% |
| 5Y | +157.4% | +76.2% | +81.2% | +82.2% |
| All | +450.6% | +96.5% | +354.1% | +221.7% |
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