+8.6%
BGC vs SPY
+748.4%
-739.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +1.7% |
| 7D | -3.9% | +0.1% | -3.9% | -3.8% |
| 30D | -4.4% | -3.3% | -1.1% | -0.2% |
| 3M | +6.2% | -2.4% | +8.6% | +9.5% |
| 6M | -3.3% | +2.6% | -5.9% | -7.2% |
| YTD | +23.6% | +11.2% | +12.3% | +6.5% |
| 1Y | +19.6% | +13.4% | +6.2% | +0.5% |
| 3Y | +81.8% | +79.9% | +1.9% | -15.9% |
| 5Y | +133.1% | +72.2% | +60.9% | +14.3% |
| 10Y | +158.0% | +307.3% | -149.3% | -57.5% |
| All | +8.6% | +748.4% | -739.8% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling