+59.7%
BGLD vs VT
+79.6%
-19.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -2.1% | -3.1% | +1.0% | -1.5% |
| 3M | -4.7% | -3.5% | -1.2% | -4.1% |
| 6M | -6.6% | +0.5% | -7.1% | -6.7% |
| YTD | -5.6% | +10.8% | -16.3% | -7.1% |
| 1Y | -4.8% | +11.9% | -16.7% | -6.5% |
| 3Y | +62.5% | +73.0% | -10.5% | +49.5% |
| 5Y | +64.7% | +58.6% | +6.1% | +51.4% |
| All | +59.7% | +79.6% | -19.9% | +43.9% |
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