-70.2%
BMGL vs SPY
+14.6%
-84.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -1.2% |
| 7D | +12.8% | -0.7% | +13.5% | +13.2% |
| 30D | +63.7% | -1.0% | +64.8% | +64.5% |
| 3M | -8.5% | -0.3% | -8.1% | -8.5% |
| 6M | -25.2% | +7.3% | -32.5% | -28.9% |
| YTD | -11.7% | +13.3% | -25.1% | -18.4% |
| 1Y | -70.2% | +14.8% | -85.0% | -72.9% |
| All | -70.2% | +14.6% | -84.8% | -72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling