-19.7%
BGS vs SPY
+600.0%
-619.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +11.3% | -0.6% | +11.9% | +11.9% |
| 30D | +10.8% | -3.7% | +14.5% | +13.7% |
| 3M | -19.3% | -2.7% | -16.5% | -17.9% |
| 6M | -47.5% | +2.2% | -49.7% | -48.5% |
| YTD | -32.1% | +10.8% | -43.0% | -37.1% |
| 1Y | -33.5% | +11.2% | -44.7% | -38.5% |
| 3Y | -54.2% | +76.5% | -130.7% | -70.1% |
| 5Y | -86.6% | +72.9% | -159.5% | -91.2% |
| 10Y | -84.2% | +304.8% | -389.0% | -95.0% |
| All | -19.7% | +600.0% | -619.8% | -87.0% |
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