+105.7%
BGH vs SPY
+578.7%
-473.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -1.0% | +2.6% | -3.6% | -2.2% |
| 30D | -1.2% | -2.0% | +0.7% | -0.4% |
| 3M | -9.6% | -2.8% | -6.9% | -8.5% |
| 6M | -6.7% | +2.1% | -8.9% | -7.9% |
| YTD | -8.8% | +11.5% | -20.3% | -13.7% |
| 1Y | -7.6% | +13.5% | -21.1% | -13.3% |
| 3Y | +36.3% | +77.7% | -41.4% | +2.1% |
| 5Y | +21.0% | +72.6% | -51.6% | -9.0% |
| 10Y | +91.0% | +308.2% | -217.2% | -2.7% |
| All | +105.7% | +578.7% | -473.0% | -7.7% |
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