+478.5%
GS vs VICR
+1,187.5%
-708.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.3% | -6.7% | +2.8% |
| 7D | +0.8% | -6.5% | +7.4% | +1.6% |
| 30D | +1.2% | -38.5% | +39.8% | +8.4% |
| 3M | -12.4% | -26.1% | +13.7% | -10.3% |
| 6M | -2.3% | -36.2% | +33.9% | -0.2% |
| YTD | +4.6% | +49.2% | -44.6% | -9.8% |
| 1Y | +17.5% | +87.0% | -69.5% | -2.7% |
| 3Y | +202.0% | +350.4% | -148.4% | +99.2% |
| 5Y | +152.4% | +3.7% | +148.7% | +102.2% |
| 10Y | +478.5% | +1,084.9% | -606.3% | +164.2% |
| All | +478.5% | +1,187.5% | -708.9% | +164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling