+124.8%
GLDM vs VICR
+2.3%
+122.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.3% | -9.5% | +1.5% |
| 7D | +5.0% | -6.5% | +11.5% | +5.1% |
| 30D | -1.3% | -38.5% | +37.2% | +0.1% |
| 3M | -4.7% | -26.1% | +21.4% | -4.2% |
| 6M | -12.4% | -36.2% | +23.9% | -12.0% |
| YTD | -4.1% | +49.2% | -53.2% | -5.9% |
| 1Y | +3.3% | +87.0% | -83.7% | +0.9% |
| 3Y | +110.9% | +350.4% | -239.5% | +100.8% |
| 5Y | +124.8% | +3.7% | +121.1% | +121.9% |
| All | +124.8% | +2.3% | +122.5% | +121.9% |
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