+53.9%
GD vs VICR
+262.0%
-208.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.4% | -0.8% |
| 7D | -5.0% | -23.1% | +18.2% | -4.5% |
| 30D | +8.9% | -48.1% | +57.0% | +10.3% |
| 3M | -8.0% | -32.8% | +24.8% | -7.7% |
| 6M | +2.9% | -47.6% | +50.5% | +3.2% |
| YTD | +7.1% | +34.0% | -26.9% | +0.9% |
| 1Y | +5.9% | +65.0% | -59.1% | -1.5% |
| 3Y | +53.9% | +277.1% | -223.2% | +31.7% |
| All | +53.9% | +262.0% | -208.2% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling