+226.7%
GDX vs VICR
+42.6%
+184.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.2% |
| 7D | -5.4% | -0.4% | -5.0% | -5.4% |
| 30D | +6.6% | -15.6% | +22.1% | +8.0% |
| 3M | +30.1% | -35.4% | +65.5% | +34.1% |
| 6M | -7.1% | +1.3% | -8.4% | -8.9% |
| YTD | +12.0% | +62.5% | -50.5% | +5.7% |
| 1Y | +41.2% | +255.5% | -214.3% | +25.6% |
| 3Y | +251.0% | +182.0% | +69.0% | +205.3% |
| 5Y | +226.7% | +42.9% | +183.8% | +186.7% |
| All | +226.7% | +42.6% | +184.1% | +186.7% |
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 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