+89.5%
SPYG vs FGI
-74.8%
+164.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -25.2% | +24.3% | -0.6% |
| 7D | +2.3% | -14.4% | +16.7% | +2.5% |
| 30D | -6.5% | -11.8% | +5.3% | -6.4% |
| 3M | -6.8% | -46.2% | +39.4% | -6.3% |
| 6M | -3.1% | +5.2% | -8.3% | -4.1% |
| YTD | +8.0% | +10.5% | -2.5% | +5.9% |
| 1Y | +10.2% | +25.5% | -15.3% | +7.7% |
| 3Y | +91.0% | -16.0% | +107.0% | +86.1% |
| All | +89.5% | -74.8% | +164.3% | +90.8% |
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