-3.8%
BGS vs SPY
+617.2%
-621.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | -6.5% | +0.1% | -6.6% | -6.6% |
| 30D | -6.5% | +0.1% | -6.6% | -6.5% |
| 3M | -14.7% | +2.0% | -16.7% | -16.1% |
| 6M | -40.4% | +13.0% | -53.4% | -45.4% |
| YTD | -18.6% | +13.5% | -32.2% | -25.7% |
| 1Y | -18.0% | +20.0% | -38.0% | -28.1% |
| 3Y | -62.6% | +77.2% | -139.8% | -75.6% |
| 5Y | -82.5% | +81.9% | -164.4% | -89.0% |
| 10Y | -84.4% | +314.1% | -398.5% | -95.1% |
| All | -3.8% | +617.2% | -621.0% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling