+95.4%
FGBI vs SPY
+14.6%
+80.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.7% | +6.5% |
| 7D | +20.7% | -0.7% | +21.5% | +21.1% |
| 30D | +29.8% | -1.0% | +30.8% | +30.3% |
| 3M | +17.1% | -0.3% | +17.5% | +17.3% |
| 6M | +25.7% | +7.3% | +18.4% | +18.8% |
| YTD | +111.0% | +13.3% | +97.7% | +91.2% |
| 1Y | +95.4% | +14.8% | +80.6% | +74.8% |
| All | +95.4% | +14.6% | +80.8% | +74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling