+452.7%
GS vs FOXA
+91.7%
+361.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | 0.0% |
| 7D | +5.1% | -2.9% | +8.0% | +6.5% |
| 30D | +2.4% | +5.1% | -2.7% | +0.1% |
| 3M | -11.5% | +4.7% | -16.2% | -13.8% |
| 6M | -2.5% | -0.2% | -2.3% | -4.9% |
| YTD | +5.5% | -9.2% | +14.7% | +6.9% |
| 1Y | +11.0% | -0.6% | +11.6% | +7.6% |
| 3Y | +200.1% | +125.7% | +74.4% | +91.9% |
| 5Y | +154.7% | +70.2% | +84.5% | +83.0% |
| All | +452.7% | +91.7% | +361.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling