+160.1%
BGC vs VT
+215.5%
-55.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | -0.1% |
| 7D | -6.7% | -2.3% | -4.4% | -3.8% |
| 30D | -7.2% | -5.0% | -2.2% | -1.1% |
| 3M | -0.1% | -4.9% | +4.8% | +6.3% |
| 6M | -3.4% | -1.5% | -1.9% | -2.7% |
| YTD | +18.0% | +8.5% | +9.5% | +4.2% |
| 1Y | +16.0% | +11.4% | +4.6% | -1.2% |
| 3Y | +75.3% | +70.1% | +5.3% | -14.1% |
| 5Y | +112.7% | +53.7% | +59.0% | +20.2% |
| All | +160.1% | +215.5% | -55.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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