+70.1%
FG vs SPY
+99.9%
-29.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.9% | +6.8% |
| 7D | +17.7% | +0.1% | +17.7% | +17.7% |
| 30D | +32.7% | -3.3% | +36.0% | +37.3% |
| 3M | -6.7% | -2.4% | -4.3% | -4.4% |
| 6M | -7.9% | +2.6% | -10.5% | -11.0% |
| YTD | -14.6% | +11.2% | -25.8% | -24.5% |
| 1Y | -13.9% | +13.4% | -27.2% | -25.4% |
| 3Y | -27.3% | +79.9% | -107.2% | -63.7% |
| All | +70.1% | +99.9% | -29.8% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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