+388.8%
GH vs VICR
+358.8%
+30.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.2% | -12.2% | -4.2% |
| 7D | -2.5% | +5.0% | -7.5% | -4.1% |
| 30D | -4.7% | -12.5% | +7.8% | -2.0% |
| 3M | +20.2% | -33.6% | +53.8% | +29.7% |
| 6M | +78.8% | +10.7% | +68.1% | +57.3% |
| YTD | +54.1% | +80.6% | -26.5% | +13.4% |
| 1Y | +177.1% | +288.4% | -111.3% | +53.3% |
| 3Y | +371.6% | +213.8% | +157.8% | +152.6% |
| 5Y | +21.9% | +58.8% | -36.9% | -27.1% |
| All | +388.8% | +358.8% | +30.0% | +68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling