-70.7%
FIS vs FGI
-66.3%
-4.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.2% | -12.3% | -6.2% |
| 7D | -3.5% | +13.5% | -17.0% | -3.7% |
| 30D | -19.4% | +17.1% | -36.5% | -19.7% |
| 3M | -31.6% | +78.0% | -109.6% | -33.0% |
| 6M | -32.5% | +46.4% | -79.0% | -33.9% |
| YTD | -56.0% | +47.7% | -103.7% | -57.1% |
| 1Y | -55.5% | +56.8% | -112.3% | -56.9% |
| 3Y | -41.3% | +12.3% | -53.6% | -43.6% |
| All | -70.7% | -66.3% | -4.4% | -70.8% |
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 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