-25.7%
GIS vs FOXA
+93.7%
-119.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -6.4% | +0.8% | -7.2% | -6.4% |
| 30D | -6.1% | +5.0% | -11.1% | -6.5% |
| 3M | +7.8% | -3.0% | +10.9% | +7.6% |
| 6M | -8.8% | +14.8% | -23.6% | -10.1% |
| YTD | -19.1% | -8.9% | -10.2% | -19.1% |
| 1Y | -24.8% | +13.3% | -38.1% | -26.1% |
| 3Y | -37.6% | +115.4% | -153.0% | -42.3% |
| All | -25.7% | +93.7% | -119.3% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling