-70.7%
FIS vs FGI
-70.0%
-0.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.4% |
| 7D | -29.4% | -1.4% | -28.0% | -29.4% |
| 30D | -16.7% | -3.2% | -13.5% | -16.7% |
| 3M | -33.0% | +64.1% | -97.1% | -34.3% |
| 6M | -33.3% | +17.2% | -50.5% | -34.5% |
| YTD | -56.0% | +31.6% | -87.6% | -57.1% |
| 1Y | -54.6% | +45.1% | -99.6% | -55.9% |
| 3Y | -40.6% | -2.0% | -38.7% | -42.8% |
| All | -70.7% | -70.0% | -0.7% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling