+62.3%
FTGC vs SPY
+446.8%
-384.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +8.2% | +0.1% | +8.2% | +8.2% |
| 3M | +8.0% | +2.0% | +6.0% | +7.4% |
| 6M | +18.9% | +13.0% | +5.8% | +15.0% |
| YTD | +36.2% | +13.5% | +22.6% | +31.6% |
| 1Y | +44.4% | +20.0% | +24.4% | +37.6% |
| 3Y | +59.3% | +77.2% | -17.9% | +36.2% |
| 5Y | +96.4% | +81.9% | +14.6% | +65.5% |
| 10Y | +134.9% | +314.1% | -179.2% | +58.7% |
| All | +62.3% | +446.8% | -384.5% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling