-17.4%
GIS vs FOXA
+11.1%
-28.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.8% | +1.4% | +4.8% |
| 7D | +8.5% | +9.9% | -1.4% | +7.3% |
| 30D | +15.3% | +10.0% | +5.3% | +14.3% |
| 3M | +0.9% | +18.4% | -17.5% | -0.6% |
| 6M | +7.9% | +12.2% | -4.2% | +5.9% |
| YTD | -17.6% | -3.8% | -13.8% | -23.1% |
| 1Y | -17.4% | +8.9% | -26.3% | -24.1% |
| All | -17.4% | +11.1% | -28.4% | -24.1% |
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