+12.4%
GD vs VICR
+271.8%
-259.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.8% |
| 7D | -3.5% | +9.8% | -13.3% | -3.5% |
| 30D | -9.0% | -12.6% | +3.6% | -9.0% |
| 3M | +5.1% | -29.7% | +34.8% | +4.5% |
| 6M | -1.0% | +18.8% | -19.9% | -3.3% |
| YTD | +7.3% | +76.4% | -69.1% | +3.0% |
| 1Y | +12.4% | +282.4% | -269.9% | +6.1% |
| All | +12.4% | +271.8% | -259.3% | +6.1% |
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