+30.4%
SPGI vs FGI
-70.0%
+100.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.6% | -4.1% | +5.7% | +1.6% |
| 30D | +16.1% | -3.4% | +19.4% | +16.1% |
| 3M | +15.5% | +61.8% | -46.3% | +14.0% |
| 6M | +19.6% | +17.0% | +2.6% | +18.4% |
| YTD | -3.6% | +31.4% | -35.0% | -5.2% |
| 1Y | +2.2% | +42.7% | -40.4% | +0.2% |
| 3Y | +30.1% | -0.1% | +30.2% | +26.8% |
| All | +30.4% | -70.0% | +100.5% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling