+42.5%
GS vs VICR
+271.8%
-229.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.5% |
| 7D | +3.4% | +9.8% | -6.5% | +2.2% |
| 30D | +0.2% | -12.6% | +12.8% | +1.5% |
| 3M | -0.3% | -29.7% | +29.4% | +2.3% |
| 6M | +27.4% | +18.8% | +8.5% | +20.3% |
| YTD | +19.6% | +76.4% | -56.7% | +11.4% |
| 1Y | +42.5% | +282.4% | -239.9% | +32.3% |
| All | +42.5% | +271.8% | -229.3% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling