+113.2%
FGDL vs SPY
+112.8%
+0.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -5.5% | +3.3% | -8.8% | -6.2% |
| 30D | -7.0% | -2.7% | -4.3% | -6.4% |
| 3M | -12.2% | -1.7% | -10.4% | -11.8% |
| 6M | -17.9% | +3.1% | -20.9% | -18.3% |
| YTD | -10.5% | +11.9% | -22.3% | -12.3% |
| 1Y | -8.0% | +12.0% | -20.0% | -9.9% |
| 3Y | +99.4% | +78.2% | +21.2% | +79.0% |
| All | +113.2% | +112.8% | +0.4% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling