+816.6%
GLD vs VICR
+1,939.3%
-1,122.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.9% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +4.4% | -13.9% | +18.3% | +4.6% |
| 3M | -1.1% | -38.4% | +37.3% | -0.6% |
| 6M | -13.8% | -7.2% | -6.6% | -14.0% |
| YTD | +2.6% | +72.0% | -69.4% | +1.7% |
| 1Y | +24.5% | +263.3% | -238.8% | +22.5% |
| 3Y | +125.8% | +173.3% | -47.4% | +121.7% |
| 5Y | +137.8% | +47.3% | +90.5% | +133.4% |
| 10Y | +221.4% | +1,495.2% | -1,273.8% | +212.1% |
| All | +816.6% | +1,939.3% | -1,122.7% | +759.2% |
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