+52.5%
FTGC vs SPY
+435.7%
-383.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.7% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -6.6% | -3.3% | -3.2% | -5.8% |
| 3M | +0.7% | -2.4% | +3.1% | +1.2% |
| 6M | -0.6% | +2.6% | -3.2% | -1.4% |
| YTD | +28.0% | +11.2% | +16.7% | +24.2% |
| 1Y | +29.3% | +13.4% | +15.9% | +24.9% |
| 3Y | +56.9% | +79.9% | -23.0% | +33.5% |
| 5Y | +77.5% | +72.2% | +5.3% | +51.7% |
| 10Y | +122.4% | +307.3% | -184.9% | +50.9% |
| All | +52.5% | +435.7% | -383.2% | +2.5% |
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