+56.0%
GD vs VICR
+352.1%
-296.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.1% |
| 7D | +1.9% | +21.9% | -20.0% | +1.4% |
| 30D | +9.2% | -38.4% | +47.6% | +10.1% |
| 3M | -7.5% | -27.2% | +19.7% | -7.2% |
| 6M | +5.8% | -43.7% | +49.5% | +6.1% |
| YTD | +9.8% | +50.3% | -40.5% | +3.2% |
| 1Y | +5.8% | +74.6% | -68.8% | -1.5% |
| All | +56.0% | +352.1% | -296.0% | +33.3% |
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