+448.2%
GS vs FOXA
+97.5%
+350.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.0% |
| 7D | +0.8% | +7.9% | -7.0% | -2.4% |
| 30D | +1.2% | +8.5% | -7.2% | -2.4% |
| 3M | -12.4% | +6.2% | -18.6% | -15.2% |
| 6M | -2.3% | +8.0% | -10.4% | -8.3% |
| YTD | +4.6% | -6.5% | +11.1% | +4.7% |
| 1Y | +17.5% | +3.6% | +13.9% | +11.9% |
| 3Y | +202.0% | +136.0% | +66.0% | +89.4% |
| 5Y | +152.4% | +77.7% | +74.6% | +77.9% |
| All | +448.2% | +97.5% | +350.7% | +219.6% |
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 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