+3.8%
BGC vs SPY
+728.8%
-725.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.2% |
| 7D | -6.7% | -2.7% | -4.0% | -3.3% |
| 30D | -7.2% | -5.4% | -1.8% | -0.4% |
| 3M | -0.1% | -4.1% | +4.0% | +5.2% |
| 6M | -3.4% | +0.7% | -4.1% | -5.2% |
| YTD | +18.0% | +8.7% | +9.4% | +4.7% |
| 1Y | +16.0% | +10.9% | +5.1% | +0.2% |
| 3Y | +75.3% | +75.0% | +0.4% | -16.1% |
| 5Y | +112.7% | +67.8% | +44.9% | +7.7% |
| 10Y | +167.9% | +312.9% | -145.0% | -56.7% |
| All | +3.8% | +728.8% | -725.1% | -91.7% |
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