-99.5%
BGL vs SPY
+25.6%
-125.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.4% | +8.1% |
| 7D | -9.4% | +2.6% | -12.0% | -15.2% |
| 30D | -28.9% | -2.0% | -26.9% | -24.0% |
| 3M | -47.5% | -2.8% | -44.7% | -42.7% |
| 6M | -89.6% | +2.1% | -91.7% | -90.3% |
| YTD | -94.5% | +11.5% | -106.0% | -96.0% |
| 1Y | -98.2% | +13.5% | -111.6% | -98.7% |
| All | -99.5% | +25.6% | -125.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling