-12.5%
SPGI vs FGI
+81.8%
-94.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -1.6% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +8.4% | +65.4% | -57.0% | +7.7% |
| 3M | +11.8% | +23.5% | -11.7% | +11.0% |
| 6M | +5.7% | +60.5% | -54.8% | +4.9% |
| YTD | -9.7% | +30.0% | -39.7% | -10.3% |
| 1Y | -12.5% | +82.1% | -94.5% | -13.3% |
| All | -12.5% | +81.8% | -94.3% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling