+23,745.6%
GD vs VICR
+9,351.1%
+14,394.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.4% | -1.4% |
| 7D | -5.0% | -23.1% | +18.2% | -2.9% |
| 30D | +8.9% | -48.1% | +57.0% | +14.6% |
| 3M | -8.0% | -32.8% | +24.8% | -6.3% |
| 6M | +2.9% | -47.6% | +50.5% | +5.4% |
| YTD | +7.1% | +34.0% | -26.9% | -1.1% |
| 1Y | +5.9% | +65.0% | -59.1% | -4.2% |
| 3Y | +53.9% | +277.1% | -223.2% | +23.1% |
| 5Y | +95.4% | -5.3% | +100.7% | +69.3% |
| 10Y | +193.5% | +1,075.0% | -881.6% | +85.7% |
| All | +23,745.6% | +9,351.1% | +14,394.4% | +11,485.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling