+132.9%
FTGC vs SPY
+311.3%
-178.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -0.1% | +0.5% | -0.7% | -0.3% |
| 30D | +7.9% | -0.9% | +8.8% | +8.1% |
| 3M | +11.0% | +3.9% | +7.1% | +9.9% |
| 6M | +13.9% | +14.5% | -0.6% | +9.8% |
| YTD | +37.1% | +12.9% | +24.2% | +32.6% |
| 1Y | +45.1% | +19.4% | +25.7% | +38.2% |
| 3Y | +60.5% | +78.5% | -18.0% | +36.1% |
| 5Y | +100.8% | +81.8% | +19.1% | +68.2% |
| 10Y | +132.9% | +311.5% | -178.6% | +54.0% |
| All | +132.9% | +311.3% | -178.4% | +54.0% |
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