-96.2%
BGI vs SPY
+812.6%
-908.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -0.4% | -11.1% | -11.4% |
| 7D | -14.4% | +0.1% | -14.5% | -14.3% |
| 30D | -52.6% | +2.6% | -55.2% | -53.2% |
| 3M | -57.3% | +2.0% | -59.3% | -57.8% |
| 6M | -64.5% | +13.0% | -77.5% | -66.4% |
| YTD | -70.5% | +13.5% | -84.1% | -72.1% |
| 1Y | -68.0% | +20.0% | -88.0% | -70.5% |
| 3Y | -92.1% | +77.2% | -169.3% | -93.8% |
| 5Y | -90.1% | +81.9% | -172.0% | -92.4% |
| 10Y | -85.1% | +314.1% | -399.1% | -90.7% |
| All | -96.2% | +812.6% | -908.9% | -97.5% |
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