-67.7%
FGI vs SPY
+85.6%
-153.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -25.2% | -0.4% | -24.8% | -25.0% |
| 7D | -14.4% | +2.6% | -17.0% | -15.6% |
| 30D | -11.8% | -2.0% | -9.8% | -10.7% |
| 3M | -46.2% | -2.8% | -43.5% | -45.5% |
| 6M | +5.2% | +2.1% | +3.0% | +4.3% |
| YTD | +10.5% | +11.5% | -1.0% | +4.8% |
| 1Y | +25.5% | +13.5% | +12.0% | +18.6% |
| 3Y | -16.0% | +77.7% | -93.7% | -38.6% |
| All | -67.7% | +85.6% | -153.3% | -75.6% |
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