+99.2%
SPG vs FGI
-70.3%
+169.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +5.0% | -11.6% | +16.6% | +5.1% |
| 30D | +12.3% | -3.3% | +15.6% | +12.3% |
| 3M | +1.9% | +65.6% | -63.7% | +0.8% |
| 6M | +14.4% | -2.8% | +17.2% | +13.8% |
| YTD | +26.5% | +30.1% | -3.6% | +24.7% |
| 1Y | +30.7% | +50.2% | -19.5% | +28.4% |
| 3Y | +122.6% | -0.4% | +123.0% | +117.5% |
| All | +99.2% | -70.3% | +169.5% | +95.6% |
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