+629.2%
BGC vs VT
+374.2%
+255.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.4% | +0.4% | 0.0% | -0.1% |
| 30D | +11.2% | +1.0% | +10.3% | +9.9% |
| 3M | +15.5% | +2.4% | +13.1% | +11.0% |
| 6M | +26.8% | +12.0% | +14.8% | +8.4% |
| YTD | +37.1% | +15.3% | +21.7% | +12.5% |
| 1Y | +22.8% | +22.6% | +0.2% | -6.9% |
| 3Y | +148.7% | +74.7% | +74.1% | +21.0% |
| 5Y | +146.1% | +66.1% | +79.9% | +29.1% |
| 10Y | +195.9% | +225.0% | -29.1% | -30.0% |
| All | +629.2% | +374.2% | +255.0% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling