+128.4%
FTGC vs SPY
+308.5%
-180.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +0.3% | +3.3% | -3.0% | -0.6% |
| 30D | -7.4% | -2.7% | -4.7% | -6.8% |
| 3M | -1.8% | -1.7% | 0.0% | -1.4% |
| 6M | -3.8% | +3.1% | -6.9% | -4.7% |
| YTD | +28.3% | +11.9% | +16.4% | +24.2% |
| 1Y | +27.6% | +12.0% | +15.6% | +23.6% |
| 3Y | +57.5% | +78.2% | -20.7% | +33.7% |
| 5Y | +76.5% | +73.2% | +3.3% | +50.0% |
| All | +128.4% | +308.5% | -180.1% | +57.0% |
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