-56.8%
FGI vs SPY
+86.3%
-143.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.5% | +6.4% |
| 7D | +13.5% | +3.3% | +10.2% | +11.4% |
| 30D | +17.1% | -2.7% | +19.8% | +18.9% |
| 3M | +78.0% | -1.7% | +79.8% | +79.8% |
| 6M | +46.4% | +3.1% | +43.3% | +44.4% |
| YTD | +47.7% | +11.9% | +35.8% | +39.7% |
| 1Y | +56.8% | +12.0% | +44.8% | +48.9% |
| 3Y | +12.3% | +78.2% | -65.9% | -18.2% |
| All | -56.8% | +86.3% | -143.1% | -67.4% |
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