+155.6%
GS vs FOXA
+76.9%
+78.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -1.1% |
| 7D | +5.9% | +2.7% | +3.2% | +4.9% |
| 30D | +4.3% | +10.0% | -5.7% | +0.7% |
| 3M | -11.7% | +5.0% | -16.7% | -13.6% |
| 6M | -3.2% | +3.4% | -6.6% | -6.0% |
| YTD | +5.8% | -5.5% | +11.3% | +6.7% |
| 1Y | +16.0% | +5.5% | +10.5% | +10.8% |
| 3Y | +199.8% | +139.3% | +60.5% | +91.1% |
| All | +155.6% | +76.9% | +78.7% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling