+91.8%
SPYG vs FGI
-68.3%
+160.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.2% | +1.6% |
| 7D | -1.5% | +6.9% | -8.4% | -1.6% |
| 30D | -7.2% | +3.9% | -11.1% | -7.3% |
| 3M | -4.6% | +74.3% | -78.9% | -6.0% |
| 6M | -1.2% | +28.9% | -30.2% | -2.4% |
| YTD | +9.3% | +39.1% | -29.8% | +7.0% |
| 1Y | +8.8% | +49.3% | -40.5% | +6.2% |
| 3Y | +93.3% | +5.7% | +87.6% | +87.9% |
| All | +91.8% | -68.3% | +160.1% | +92.7% |
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