+204.5%
BGT vs SPY
+919.7%
-715.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +1.4% | +2.6% | -1.2% | +0.3% |
| 30D | +1.1% | -2.0% | +3.1% | +1.9% |
| 3M | -4.9% | -2.8% | -2.1% | -3.8% |
| 6M | -1.4% | +2.1% | -3.5% | -2.5% |
| YTD | 0.0% | +11.5% | -11.5% | -4.8% |
| 1Y | -0.2% | +13.5% | -13.7% | -5.7% |
| 3Y | +20.2% | +77.7% | -57.5% | -7.1% |
| 5Y | +24.2% | +72.6% | -48.4% | -3.8% |
| 10Y | +74.3% | +308.2% | -233.8% | -9.7% |
| All | +204.5% | +919.7% | -715.2% | +4.6% |
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