+20.5%
BGC vs SPY
+766.0%
-745.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +11.2% | +0.1% | +11.2% | +11.2% |
| 3M | +15.5% | +2.0% | +13.5% | +11.6% |
| 6M | +26.8% | +13.0% | +13.8% | +7.4% |
| YTD | +37.1% | +13.5% | +23.5% | +15.1% |
| 1Y | +22.8% | +20.0% | +2.8% | -4.1% |
| 3Y | +148.7% | +77.2% | +71.5% | +17.3% |
| 5Y | +146.1% | +81.9% | +64.2% | +12.5% |
| 10Y | +195.9% | +314.1% | -118.1% | -52.2% |
| All | +20.5% | +766.0% | -745.5% | -90.9% |
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