+104.9%
SPG vs FGI
-70.0%
+174.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +2.0% |
| 7D | +5.1% | -1.4% | +6.5% | +5.1% |
| 30D | +16.8% | -3.2% | +20.1% | +16.9% |
| 3M | +5.7% | +64.1% | -58.5% | +4.6% |
| 6M | +17.8% | +17.2% | +0.6% | +16.9% |
| YTD | +30.1% | +31.6% | -1.5% | +28.3% |
| 1Y | +32.8% | +45.1% | -12.3% | +30.5% |
| 3Y | +137.2% | -2.0% | +139.2% | +132.1% |
| All | +104.9% | -70.0% | +174.9% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling