+110.9%
GLDM vs VICR
+325.1%
-214.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.3% | -9.5% | +1.4% |
| 7D | +5.0% | -6.5% | +11.5% | +5.1% |
| 30D | -1.3% | -38.5% | +37.2% | +0.5% |
| 3M | -4.7% | -26.1% | +21.4% | -4.1% |
| 6M | -12.4% | -36.2% | +23.9% | -12.0% |
| YTD | -4.1% | +49.2% | -53.2% | -6.3% |
| 1Y | +3.3% | +87.0% | -83.7% | +0.6% |
| 3Y | +110.9% | +350.4% | -239.5% | +95.4% |
| All | +110.9% | +325.1% | -214.2% | +95.4% |
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 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