+138.9%
GLD vs VICR
+53.8%
+85.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.3% | -1.8% |
| 7D | +0.7% | +9.8% | -9.1% | +0.4% |
| 30D | +0.3% | -12.6% | +12.9% | +0.6% |
| 3M | +0.6% | -29.7% | +30.3% | +1.3% |
| 6M | -15.6% | +18.8% | -34.4% | -16.6% |
| YTD | +0.9% | +76.4% | -75.5% | -1.2% |
| 1Y | +19.4% | +282.4% | -263.0% | +15.3% |
| 3Y | +124.5% | +206.2% | -81.7% | +115.4% |
| 5Y | +138.9% | +53.9% | +85.0% | +133.7% |
| All | +138.9% | +53.8% | +85.2% | +133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling