+460.6%
GS vs FOXA
+98.3%
+362.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | -0.1% | -2.4% | +2.3% | +1.0% |
| 30D | +3.7% | +8.6% | -4.9% | -0.1% |
| 3M | -10.0% | +9.9% | -19.8% | -14.1% |
| 6M | -1.0% | +0.8% | -1.8% | -3.8% |
| YTD | +7.0% | -6.1% | +13.1% | +6.9% |
| 1Y | +16.6% | +3.3% | +13.4% | +11.2% |
| 3Y | +204.4% | +133.5% | +70.9% | +91.9% |
| 5Y | +160.0% | +75.8% | +84.2% | +84.3% |
| All | +460.6% | +98.3% | +362.3% | +226.3% |
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