-15.3%
FGSN vs SPY
+28.5%
-43.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.5% | +3.3% | -3.8% | -1.5% |
| 30D | -4.8% | -2.7% | -2.2% | -4.1% |
| 3M | -10.6% | -1.7% | -8.8% | -10.2% |
| 6M | -12.6% | +3.1% | -15.7% | -13.5% |
| YTD | -11.9% | +11.9% | -23.8% | -14.9% |
| 1Y | -16.3% | +12.0% | -28.3% | -19.2% |
| All | -15.3% | +28.5% | -43.8% | -24.4% |
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