+100.5%
GD vs VICR
-1.1%
+101.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.2% |
| 7D | +2.7% | +8.3% | -5.6% | +2.4% |
| 30D | +8.6% | -35.2% | +43.8% | +9.6% |
| 3M | -7.1% | -29.8% | +22.8% | -6.7% |
| 6M | +7.5% | -48.6% | +56.0% | +8.4% |
| YTD | +9.9% | +45.1% | -35.2% | +5.2% |
| 1Y | +7.6% | +79.6% | -72.0% | +2.0% |
| 3Y | +56.2% | +335.4% | -279.2% | +40.3% |
| All | +100.5% | -1.1% | +101.6% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling