-38.4%
FIS vs FGI
+2.3%
-40.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -21.2% | -11.6% | -9.6% | -21.0% |
| 30D | -12.1% | -3.3% | -8.8% | -12.0% |
| 3M | -30.6% | +65.6% | -96.2% | -31.4% |
| 6M | -35.5% | -2.8% | -32.7% | -36.2% |
| YTD | -54.4% | +30.1% | -84.5% | -54.9% |
| 1Y | -52.9% | +50.2% | -103.0% | -53.4% |
| All | -38.4% | +2.3% | -40.7% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling