+139.7%
FGDL vs SPY
+114.8%
+25.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | +0.2% | -0.9% | +1.2% | +0.4% |
| 3M | +0.5% | +3.9% | -3.3% | -0.2% |
| 6M | -15.6% | +14.5% | -30.1% | -17.7% |
| YTD | +0.7% | +12.9% | -12.2% | -1.6% |
| 1Y | +19.3% | +19.4% | -0.1% | +15.7% |
| 3Y | +126.2% | +78.5% | +47.7% | +103.0% |
| All | +139.7% | +114.8% | +25.0% | +104.2% |
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