-37.8%
FISV vs FGI
-70.6%
+32.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +25.7% | -7.0% | +32.7% | +25.8% |
| 30D | +38.8% | -4.2% | +43.0% | +38.8% |
| 3M | +16.2% | +55.6% | -39.4% | +14.4% |
| 6M | +12.1% | -3.2% | +15.2% | +10.5% |
| YTD | -6.4% | +29.1% | -35.5% | -8.0% |
| 1Y | +2.0% | +51.0% | -48.9% | +0.1% |
| 3Y | -47.4% | +1.5% | -49.0% | -48.4% |
| All | -37.8% | -70.6% | +32.8% | -37.7% |
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