+656.2%
GS vs VICR
+1,591.3%
-935.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.6% |
| 7D | +3.4% | +9.8% | -6.5% | +1.7% |
| 30D | +0.2% | -12.6% | +12.8% | +2.1% |
| 3M | -0.3% | -29.7% | +29.4% | +3.9% |
| 6M | +27.4% | +18.8% | +8.5% | +17.9% |
| YTD | +19.6% | +76.4% | -56.7% | +2.5% |
| 1Y | +42.5% | +282.4% | -239.9% | +4.3% |
| 3Y | +240.4% | +206.2% | +34.3% | +143.6% |
| 5Y | +188.9% | +53.9% | +135.0% | +116.6% |
| All | +656.2% | +1,591.3% | -935.2% | +190.8% |
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