+700.9%
GLD vs VICR
+1,620.2%
-919.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | -4.6% | +8.3% | -12.9% | -4.7% |
| 30D | -5.5% | -35.2% | +29.7% | -4.9% |
| 3M | -10.9% | -29.8% | +18.9% | -10.6% |
| 6M | -17.4% | -48.6% | +31.1% | -17.0% |
| YTD | -10.3% | +45.1% | -55.4% | -11.1% |
| 1Y | -7.2% | +79.6% | -86.7% | -8.1% |
| 3Y | +96.9% | +335.4% | -238.5% | +92.6% |
| 5Y | +103.8% | -1.0% | +104.8% | +100.4% |
| 10Y | +203.5% | +993.1% | -789.6% | +195.3% |
| All | +700.9% | +1,620.2% | -919.3% | +651.4% |
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