+213.1%
GLD vs VICR
+1,501.2%
-1,288.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.4% | -1.7% |
| 7D | -3.4% | -0.4% | -3.0% | -3.4% |
| 30D | -1.1% | -15.6% | +14.4% | -0.8% |
| 3M | +5.8% | -35.4% | +41.2% | +6.6% |
| 6M | -17.1% | +1.3% | -18.3% | -17.5% |
| YTD | 0.0% | +62.5% | -62.4% | -1.2% |
| 1Y | +18.2% | +255.5% | -237.2% | +15.5% |
| 3Y | +122.6% | +182.0% | -59.4% | +116.6% |
| 5Y | +137.1% | +42.9% | +94.2% | +130.7% |
| All | +213.1% | +1,501.2% | -1,288.1% | +213.8% |
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