-39.8%
FIS vs FGI
+1.5%
-41.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.2% |
| 7D | -25.5% | -7.0% | -18.5% | -25.4% |
| 30D | -15.1% | -4.2% | -10.8% | -15.0% |
| 3M | -32.1% | +55.6% | -87.7% | -32.9% |
| 6M | -36.1% | -3.2% | -32.9% | -36.8% |
| YTD | -55.4% | +29.1% | -84.5% | -55.9% |
| 1Y | -53.9% | +51.0% | -104.9% | -54.4% |
| 3Y | -39.8% | +1.5% | -41.3% | -38.8% |
| All | -39.8% | +1.5% | -41.3% | -38.8% |
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 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