-57.2%
FIS vs FGI
-70.4%
+13.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.5% | -1.1% |
| 7D | +1.1% | +0.5% | +0.5% | +1.1% |
| 30D | -2.2% | +65.4% | -67.6% | -4.0% |
| 3M | +2.1% | +23.5% | -21.4% | +0.5% |
| 6M | -14.7% | +60.5% | -75.2% | -17.0% |
| YTD | -35.7% | +30.0% | -65.7% | -37.2% |
| 1Y | -37.1% | +82.1% | -119.1% | -39.6% |
| 3Y | -20.0% | -4.4% | -15.6% | -22.8% |
| All | -57.2% | -70.4% | +13.2% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling