+405.5%
GH vs VICR
+326.2%
+79.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +2.5% |
| 7D | -0.2% | +1.3% | -1.4% | -0.6% |
| 30D | -2.6% | -11.9% | +9.3% | 0.0% |
| 3M | +25.1% | -35.1% | +60.2% | +35.9% |
| 6M | +78.5% | +8.1% | +70.3% | +58.1% |
| YTD | +59.4% | +67.8% | -8.4% | +20.1% |
| 1Y | +173.9% | +267.3% | -93.4% | +54.1% |
| 3Y | +382.7% | +191.2% | +191.5% | +164.7% |
| 5Y | +24.4% | +48.1% | -23.7% | -24.0% |
| All | +405.5% | +326.2% | +79.3% | +78.2% |
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