-46.6%
FGBI vs SPY
+82.3%
-128.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -3.7% |
| 7D | -6.9% | -0.8% | -6.1% | -6.6% |
| 30D | -5.2% | -1.1% | -4.2% | -4.8% |
| 3M | -24.9% | +3.9% | -28.8% | -26.5% |
| 6M | -4.9% | +13.6% | -18.5% | -11.2% |
| YTD | +48.4% | +12.7% | +35.7% | +39.4% |
| 1Y | -2.8% | +17.5% | -20.3% | -10.4% |
| 3Y | -24.3% | +76.9% | -101.2% | -42.5% |
| All | -46.6% | +82.3% | -128.9% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling