+30.1%
FGBI vs SPY
+594.5%
-564.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.8% |
| 7D | -1.6% | +0.5% | -2.1% | -1.9% |
| 30D | -14.8% | -0.9% | -13.8% | -14.3% |
| 3M | -16.4% | +3.9% | -20.3% | -19.0% |
| 6M | -4.8% | +14.5% | -19.3% | -14.3% |
| YTD | +52.7% | +12.9% | +39.7% | +39.1% |
| 1Y | -3.9% | +19.4% | -23.3% | -15.9% |
| 3Y | -20.3% | +78.5% | -98.8% | -49.3% |
| 5Y | -45.6% | +81.8% | -127.3% | -66.6% |
| 10Y | -8.1% | +311.5% | -319.6% | -65.7% |
| All | +30.1% | +594.5% | -564.4% | -53.9% |
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 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