+83.9%
FGD vs SPY
+81.8%
+2.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.6% |
| 7D | +0.5% | +0.5% | 0.0% | +0.2% |
| 30D | +1.9% | -0.9% | +2.8% | +2.5% |
| 3M | +9.1% | +3.9% | +5.2% | +6.5% |
| 6M | +14.1% | +14.5% | -0.4% | +4.8% |
| YTD | +20.2% | +12.9% | +7.2% | +11.3% |
| 1Y | +29.4% | +19.4% | +10.0% | +15.8% |
| 3Y | +99.0% | +78.5% | +20.6% | +35.9% |
| 5Y | +83.9% | +81.8% | +2.1% | +21.3% |
| All | +83.9% | +81.8% | +2.1% | +21.3% |
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