+3.1%
GD vs VICR
+61.1%
-58.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.4% | -0.6% |
| 7D | -5.0% | -23.1% | +18.2% | -5.3% |
| 30D | +8.9% | -48.1% | +57.0% | +8.1% |
| 3M | -8.0% | -32.8% | +24.8% | -8.5% |
| 6M | +2.9% | -47.6% | +50.5% | +1.6% |
| YTD | +7.1% | +34.0% | -26.9% | -5.5% |
| All | +3.1% | +61.1% | -58.0% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling