-62.0%
FGI vs SPY
+89.0%
-151.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.8% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +65.4% | +0.1% | +65.3% | +65.8% |
| 3M | +23.5% | +2.0% | +21.5% | +22.5% |
| 6M | +60.5% | +13.0% | +47.5% | +51.1% |
| YTD | +30.0% | +13.5% | +16.5% | +22.2% |
| 1Y | +82.1% | +20.0% | +62.1% | +68.4% |
| 3Y | -4.4% | +77.2% | -81.6% | -29.8% |
| All | -62.0% | +89.0% | -151.0% | -71.5% |
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