+96.9%
BKGI vs SPY
+110.8%
-13.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +1.6% | +2.6% | -0.9% | +0.6% |
| 30D | +4.8% | -2.0% | +6.8% | +5.6% |
| 3M | -2.3% | -2.8% | +0.4% | -1.3% |
| 6M | -3.7% | +2.1% | -5.9% | -4.9% |
| YTD | +9.8% | +11.5% | -1.7% | +4.2% |
| 1Y | +10.0% | +13.5% | -3.5% | +3.6% |
| 3Y | +83.6% | +77.7% | +5.9% | +35.1% |
| All | +96.9% | +110.8% | -13.8% | +35.9% |
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