-51.1%
FIS vs FGI
+38.7%
-89.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -5.0% | -18.7% | -23.6% |
| 7D | -18.4% | +3.3% | -21.8% | -18.5% |
| 30D | -11.4% | -2.0% | -9.3% | -11.4% |
| 3M | -32.0% | +60.3% | -92.2% | -33.6% |
| 6M | -35.6% | +0.7% | -36.3% | -37.1% |
| YTD | -53.8% | +30.2% | -84.0% | -54.6% |
| 1Y | -51.1% | +44.4% | -95.4% | -51.8% |
| All | -51.1% | +38.7% | -89.8% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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