-24.6%
BGS vs SPY
+586.4%
-610.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | +7.8% | -2.7% | +10.5% | +9.8% |
| 30D | -1.2% | -5.4% | +4.2% | +2.4% |
| 3M | -24.6% | -4.1% | -20.5% | -22.6% |
| 6M | -50.9% | +0.7% | -51.6% | -51.5% |
| YTD | -36.2% | +8.7% | -44.9% | -40.1% |
| 1Y | -42.3% | +10.9% | -53.1% | -46.6% |
| 3Y | -59.7% | +75.0% | -134.7% | -73.5% |
| 5Y | -87.6% | +67.8% | -155.4% | -91.7% |
| 10Y | -86.0% | +312.9% | -398.8% | -95.7% |
| All | -24.6% | +586.4% | -610.9% | -87.7% |
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