+127.4%
BGH vs SPY
+587.4%
-460.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -0.1% | +0.5% | -0.7% | -0.4% |
| 30D | -0.3% | -0.9% | +0.7% | +0.2% |
| 3M | +4.8% | +3.9% | +0.9% | +2.8% |
| 6M | +5.6% | +14.5% | -9.0% | -1.2% |
| YTD | +0.8% | +12.9% | -12.1% | -5.1% |
| 1Y | -5.9% | +19.4% | -25.3% | -13.8% |
| 3Y | +45.9% | +78.5% | -32.6% | +9.1% |
| 5Y | +36.1% | +81.8% | -45.7% | -0.2% |
| 10Y | +99.9% | +311.5% | -211.6% | +1.4% |
| All | +127.4% | +587.4% | -460.1% | +1.5% |
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