-98.9%
BMGL vs SPY
+29.3%
-128.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.5% |
| 7D | -89.0% | +3.3% | -92.3% | -89.2% |
| 30D | -85.2% | -2.7% | -82.5% | -85.1% |
| 3M | -87.4% | -1.7% | -85.6% | -87.3% |
| 6M | -93.8% | +3.1% | -96.9% | -93.9% |
| YTD | -90.3% | +11.9% | -102.2% | -90.8% |
| 1Y | -96.6% | +12.0% | -108.6% | -96.8% |
| All | -98.9% | +29.3% | -128.2% | -99.1% |
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