+211.8%
GLD vs VICR
+1,071.4%
-859.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.2% |
| 7D | -2.0% | +5.7% | -7.6% | -2.2% |
| 30D | -4.4% | -35.2% | +30.8% | -3.6% |
| 3M | -8.9% | -20.3% | +11.4% | -8.8% |
| 6M | -16.0% | -46.3% | +30.3% | -15.3% |
| YTD | -7.9% | +53.4% | -61.2% | -9.2% |
| 1Y | -3.9% | +81.6% | -85.4% | -5.5% |
| 3Y | +103.4% | +360.5% | -257.1% | +96.3% |
| 5Y | +109.7% | +4.4% | +105.3% | +104.0% |
| 10Y | +211.8% | +1,055.3% | -843.5% | +207.7% |
| All | +211.8% | +1,071.4% | -859.6% | +207.7% |
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 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