+81.1%
BGY vs SPY
+613.5%
-532.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | +1.1% | +3.3% | -2.2% | -1.6% |
| 30D | -2.6% | -2.7% | +0.1% | -0.4% |
| 3M | -5.0% | -1.7% | -3.3% | -3.7% |
| 6M | -1.9% | +3.1% | -5.0% | -4.5% |
| YTD | -0.2% | +11.9% | -12.1% | -9.2% |
| 1Y | +2.2% | +12.0% | -9.8% | -7.2% |
| 3Y | +43.5% | +78.2% | -34.7% | -13.6% |
| 5Y | +29.1% | +73.2% | -44.1% | -21.4% |
| 10Y | +116.4% | +309.6% | -193.3% | -42.6% |
| All | +81.1% | +613.5% | -532.4% | -75.0% |
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