-18.0%
GIS vs FOXA
+9.1%
-27.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.2% |
| 7D | -7.8% | -4.0% | -3.9% | -7.6% |
| 30D | +6.6% | +12.0% | -5.4% | +5.6% |
| 3M | +21.0% | +0.3% | +20.7% | +19.5% |
| 6M | -9.1% | +12.5% | -21.5% | -10.1% |
| YTD | -13.6% | -9.6% | -4.0% | -15.4% |
| 1Y | -18.0% | +8.6% | -26.6% | -20.6% |
| All | -18.0% | +9.1% | -27.1% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling