-69.5%
FIS vs FGI
-74.8%
+5.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -25.2% | +29.3% | +4.6% |
| 7D | +2.8% | -14.4% | +17.2% | +3.0% |
| 30D | -16.7% | -11.8% | -5.0% | -16.6% |
| 3M | -32.3% | -46.2% | +14.0% | -31.7% |
| 6M | -29.1% | +5.2% | -34.2% | -30.2% |
| YTD | -54.1% | +10.5% | -64.7% | -55.2% |
| 1Y | -53.7% | +25.5% | -79.2% | -55.0% |
| 3Y | -38.8% | -16.0% | -22.8% | -41.0% |
| All | -69.5% | -74.8% | +5.3% | -69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling