-61.5%
FGI vs SPY
+85.2%
-146.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.6% |
| 30D | -3.2% | -3.3% | +0.1% | -1.4% |
| 3M | +64.1% | -2.4% | +66.5% | +66.4% |
| 6M | +17.2% | +2.6% | +14.6% | +15.9% |
| YTD | +31.6% | +11.2% | +20.3% | +24.8% |
| 1Y | +45.1% | +13.4% | +31.7% | +37.2% |
| 3Y | -2.0% | +79.9% | -81.9% | -29.1% |
| All | -61.5% | +85.2% | -146.7% | -70.9% |
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 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