+192.2%
GD vs VICR
+1,508.7%
-1,316.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.7% |
| 7D | -3.1% | +1.3% | -4.4% | -3.2% |
| 30D | -10.9% | -11.9% | +1.0% | -10.3% |
| 3M | +2.5% | -35.1% | +37.6% | +4.7% |
| 6M | -1.7% | +8.1% | -9.8% | -5.1% |
| YTD | +6.1% | +67.8% | -61.6% | -2.0% |
| 1Y | +11.7% | +267.3% | -255.6% | -4.7% |
| 3Y | +71.8% | +191.2% | -119.4% | +44.3% |
| 5Y | +92.2% | +48.1% | +44.1% | +65.5% |
| 10Y | +192.2% | +1,546.1% | -1,353.9% | +67.9% |
| All | +192.2% | +1,508.7% | -1,316.5% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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