-21.8%
FGBI vs SPY
+75.5%
-97.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +5.0% |
| 7D | -2.6% | -2.0% | -0.6% | -1.6% |
| 30D | -2.5% | -1.7% | -0.8% | -1.7% |
| 3M | -18.8% | +4.7% | -23.5% | -20.9% |
| 6M | -1.5% | +12.5% | -14.0% | -8.2% |
| YTD | +53.4% | +11.7% | +41.7% | +43.7% |
| 1Y | -1.0% | +17.5% | -18.5% | -9.4% |
| All | -21.8% | +75.5% | -97.2% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling