-37.4%
GIS vs FOXA
+115.1%
-152.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.2% |
| 7D | -8.4% | -3.7% | -4.7% | -8.1% |
| 30D | -5.2% | +5.4% | -10.5% | -5.6% |
| 3M | +8.2% | -3.7% | +11.9% | +7.8% |
| 6M | -12.0% | +12.6% | -24.6% | -13.2% |
| YTD | -18.9% | -10.0% | -8.9% | -19.0% |
| 1Y | -23.6% | +15.0% | -38.7% | -25.3% |
| All | -37.4% | +115.1% | -152.5% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling