+176.6%
BGR vs SPY
+79.8%
+96.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +1.4% | -2.0% | +3.4% | +2.4% |
| 30D | +5.9% | -1.7% | +7.5% | +6.7% |
| 3M | +12.1% | +4.7% | +7.4% | +9.2% |
| 6M | +16.4% | +12.5% | +3.9% | +8.7% |
| YTD | +36.6% | +11.7% | +24.9% | +27.9% |
| 1Y | +39.6% | +17.5% | +22.1% | +26.8% |
| 3Y | +68.7% | +76.6% | -7.9% | +19.4% |
| 5Y | +176.6% | +82.0% | +94.6% | +90.9% |
| All | +176.6% | +79.8% | +96.8% | +90.9% |
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