+112.3%
BGY vs SPY
+322.5%
-210.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.1% |
| 7D | -1.5% | -0.8% | -0.8% | -1.0% |
| 30D | -0.1% | -1.1% | +0.9% | +0.6% |
| 3M | +3.9% | +3.9% | 0.0% | +1.2% |
| 6M | +4.9% | +13.6% | -8.7% | -3.7% |
| YTD | +5.0% | +12.7% | -7.7% | -3.1% |
| 1Y | +8.9% | +17.5% | -8.6% | -2.3% |
| 3Y | +44.7% | +76.9% | -32.2% | -2.7% |
| 5Y | +35.5% | +83.6% | -48.1% | -12.0% |
| All | +112.3% | +322.5% | -210.2% | -26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling