-42.6%
BGSI vs SPY
+12.4%
-55.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.9% | +10.0% | +10.1% |
| 7D | -0.1% | -0.8% | +0.7% | +0.6% |
| 30D | -14.0% | -1.1% | -12.9% | -13.3% |
| 3M | -5.3% | +3.9% | -9.2% | -8.1% |
| 6M | -43.9% | +13.6% | -57.5% | -50.3% |
| YTD | -43.1% | +12.7% | -55.8% | -49.1% |
| All | -42.6% | +12.4% | -55.0% | -48.6% |
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