+6.8%
GIS vs FOXA
+90.3%
-83.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -8.3% | -0.6% | -7.6% | -8.2% |
| 30D | +2.2% | +2.3% | -0.2% | +1.9% |
| 3M | +15.7% | -2.8% | +18.5% | +15.6% |
| 6M | -12.0% | +9.6% | -21.6% | -13.1% |
| YTD | -15.0% | -9.9% | -5.1% | -14.6% |
| 1Y | -20.1% | +5.4% | -25.5% | -21.1% |
| 3Y | -34.6% | +115.3% | -149.9% | -40.5% |
| 5Y | -22.8% | +93.1% | -115.9% | -29.5% |
| All | +6.8% | +90.3% | -83.5% | -6.1% |
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 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