+70.8%
GD vs VICR
+175.6%
-104.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.2% | -1.9% |
| 7D | -5.3% | +0.4% | -5.7% | -5.3% |
| 30D | -6.4% | -13.9% | +7.5% | -6.2% |
| 3M | +5.7% | -38.4% | +44.1% | +6.4% |
| 6M | -0.9% | -7.2% | +6.3% | -2.4% |
| YTD | +8.2% | +72.0% | -63.9% | +3.5% |
| 1Y | +13.4% | +263.3% | -249.9% | +4.8% |
| All | +70.8% | +175.6% | -104.8% | +51.0% |
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