+96.9%
GLD vs VICR
+336.6%
-239.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | -4.6% | +8.3% | -12.9% | -4.9% |
| 30D | -5.5% | -35.2% | +29.7% | -4.0% |
| 3M | -10.9% | -29.8% | +18.9% | -10.1% |
| 6M | -17.4% | -48.6% | +31.1% | -16.1% |
| YTD | -10.3% | +45.1% | -55.4% | -12.4% |
| 1Y | -7.2% | +79.6% | -86.7% | -9.6% |
| 3Y | +96.9% | +335.4% | -238.5% | +82.3% |
| All | +96.9% | +336.6% | -239.7% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling