+528.3%
GS vs FOXA
+90.8%
+437.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +1.5% |
| 7D | +0.9% | -4.0% | +4.9% | +2.7% |
| 30D | -1.6% | +12.0% | -13.6% | -6.7% |
| 3M | -4.5% | +0.3% | -4.7% | -6.6% |
| 6M | +20.9% | +12.5% | +8.4% | +11.2% |
| YTD | +19.9% | -9.6% | +29.5% | +22.3% |
| 1Y | +41.4% | +8.6% | +32.8% | +30.9% |
| 3Y | +239.2% | +118.5% | +120.6% | +120.9% |
| 5Y | +185.0% | +88.8% | +96.3% | +94.7% |
| All | +528.3% | +90.8% | +437.4% | +273.3% |
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