-5.0%
FGI vs SPY
+77.4%
-82.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.7% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +65.4% | +0.1% | +65.3% | +65.7% |
| 3M | +23.5% | +2.0% | +21.5% | +23.2% |
| 6M | +60.5% | +13.0% | +47.5% | +56.5% |
| YTD | +30.0% | +13.5% | +16.5% | +26.8% |
| 1Y | +82.1% | +20.0% | +62.1% | +78.4% |
| All | -5.0% | +77.4% | -82.4% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling