+159.6%
BGC vs VT
+214.8%
-55.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.1% | -2.1% |
| 7D | -8.4% | -4.2% | -4.2% | -3.3% |
| 30D | -11.7% | -5.8% | -5.9% | -4.8% |
| 3M | -4.4% | -5.2% | +0.9% | +2.2% |
| 6M | -5.4% | +0.1% | -5.5% | -6.9% |
| YTD | +17.8% | +8.2% | +9.6% | +4.3% |
| 1Y | +15.6% | +10.1% | +5.5% | 0.0% |
| 3Y | +75.3% | +69.7% | +5.6% | -13.8% |
| 5Y | +112.3% | +53.4% | +59.0% | +20.3% |
| All | +159.6% | +214.8% | -55.2% | -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