-99.0%
BGL vs SPY
+27.2%
-126.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +8.9% |
| 7D | +8.5% | +0.5% | +8.0% | +6.8% |
| 30D | +7.4% | -0.9% | +8.3% | +10.1% |
| 3M | -67.3% | +3.9% | -71.2% | -71.2% |
| 6M | -88.1% | +14.5% | -102.6% | -92.3% |
| YTD | -89.4% | +12.9% | -102.3% | -92.7% |
| 1Y | -97.6% | +19.4% | -117.0% | -98.8% |
| All | -99.0% | +27.2% | -126.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling