+575.3%
BGC vs VT
+363.9%
+211.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | -1.0% |
| 7D | -1.5% | -0.3% | -1.2% | -1.1% |
| 30D | -7.6% | -1.4% | -6.2% | -6.0% |
| 3M | +1.6% | -1.4% | +3.0% | +3.3% |
| 6M | +1.1% | +5.5% | -4.4% | -6.8% |
| YTD | +26.9% | +12.8% | +14.1% | +6.9% |
| 1Y | +23.4% | +15.4% | +7.9% | +0.8% |
| 3Y | +88.9% | +76.9% | +12.0% | -9.8% |
| 5Y | +131.0% | +60.4% | +70.6% | +26.4% |
| 10Y | +188.1% | +232.8% | -44.7% | -33.9% |
| All | +575.3% | +363.9% | +211.4% | -3.5% |
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