+650.5%
GS vs VICR
+1,508.7%
-858.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.1% | +0.1% |
| 7D | +2.4% | +1.3% | +1.2% | +2.1% |
| 30D | -0.1% | -11.9% | +11.9% | +1.7% |
| 3M | +0.2% | -35.1% | +35.3% | +5.9% |
| 6M | +24.8% | +8.1% | +16.7% | +17.4% |
| YTD | +18.8% | +67.8% | -49.0% | +2.5% |
| 1Y | +37.3% | +267.3% | -230.0% | +1.2% |
| 3Y | +237.9% | +191.2% | +46.7% | +143.8% |
| 5Y | +187.0% | +48.1% | +139.0% | +116.4% |
| 10Y | +650.5% | +1,546.1% | -895.6% | +191.0% |
| All | +650.5% | +1,508.7% | -858.1% | +191.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling