-82.6%
BGS vs SPY
+72.1%
-154.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.8% | +4.6% |
| 7D | +40.0% | +2.6% | +37.4% | +38.9% |
| 30D | +44.6% | -2.0% | +46.6% | +45.9% |
| 3M | -1.9% | -2.8% | +0.9% | -0.7% |
| 6M | -15.8% | +2.1% | -17.9% | -16.5% |
| YTD | -10.7% | +11.5% | -22.2% | -14.6% |
| 1Y | -11.9% | +13.5% | -25.3% | -16.4% |
| 3Y | -38.2% | +77.7% | -115.9% | -53.2% |
| All | -82.6% | +72.1% | -154.7% | -87.3% |
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