+206.9%
FGD vs SPY
+653.0%
-446.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +2.1% | +2.6% | -0.5% | 0.0% |
| 30D | +2.8% | -2.0% | +4.7% | +4.2% |
| 3M | -2.1% | -2.8% | +0.7% | -0.1% |
| 6M | +4.4% | +2.1% | +2.2% | +2.2% |
| YTD | +16.2% | +11.5% | +4.7% | +5.9% |
| 1Y | +20.1% | +13.5% | +6.6% | +7.9% |
| 3Y | +96.8% | +77.7% | +19.1% | +20.6% |
| 5Y | +76.6% | +72.6% | +4.0% | +9.3% |
| 10Y | +163.7% | +308.2% | -144.5% | -20.3% |
| All | +206.9% | +653.0% | -446.2% | -44.1% |
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