+99.5%
BGX vs SPY
+672.5%
-573.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | -1.0% | -1.4% | +0.4% | -0.5% |
| 3M | +0.8% | +3.7% | -2.9% | -0.7% |
| 6M | +5.1% | +13.0% | -7.9% | +0.2% |
| YTD | -3.8% | +12.4% | -16.2% | -8.2% |
| 1Y | -6.6% | +18.5% | -25.1% | -12.6% |
| 3Y | +22.2% | +77.6% | -55.5% | -3.0% |
| 5Y | +12.8% | +81.7% | -68.8% | -12.0% |
| 10Y | +76.5% | +319.7% | -243.1% | +2.0% |
| All | +99.5% | +672.5% | -573.0% | -5.1% |
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