+85.0%
SPY vs FGI
-74.8%
+159.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -25.2% | +24.8% | -0.1% |
| 7D | +2.6% | -14.4% | +17.0% | +2.7% |
| 30D | -2.0% | -11.8% | +9.8% | -1.9% |
| 3M | -2.8% | -46.2% | +43.5% | -2.3% |
| 6M | +2.1% | +5.2% | -3.0% | +1.3% |
| YTD | +11.5% | +10.5% | +1.0% | +9.8% |
| 1Y | +13.5% | +25.5% | -12.0% | +11.3% |
| 3Y | +77.7% | -16.0% | +93.7% | +74.2% |
| All | +85.0% | -74.8% | +159.8% | +85.8% |
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