-84.2%
BGS vs SPY
+304.1%
-388.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +11.3% | -0.6% | +11.9% | +11.7% |
| 30D | +10.8% | -3.7% | +14.5% | +12.6% |
| 3M | -19.3% | -2.7% | -16.5% | -18.4% |
| 6M | -47.5% | +2.2% | -49.7% | -48.1% |
| YTD | -32.1% | +10.8% | -43.0% | -35.2% |
| 1Y | -33.5% | +11.2% | -44.7% | -36.6% |
| 3Y | -54.2% | +76.5% | -130.7% | -65.0% |
| 5Y | -86.6% | +72.9% | -159.5% | -89.8% |
| 10Y | -84.2% | +304.8% | -389.0% | -92.7% |
| All | -84.2% | +304.1% | -388.3% | -92.7% |
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