-44.9%
FGRU vs SPY
+11.4%
-56.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -3.4% |
| 7D | +1.8% | -2.0% | +3.7% | +12.7% |
| 30D | +59.0% | -1.7% | +60.7% | +75.6% |
| 3M | +38.8% | +4.7% | +34.1% | +18.6% |
| 6M | -43.1% | +12.5% | -55.6% | -60.6% |
| All | -44.9% | +11.4% | -56.3% | -56.7% |
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