+185.7%
GS vs VICR
+47.8%
+138.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.7% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -1.6% | -13.9% | +12.4% | +0.1% |
| 3M | -4.5% | -38.4% | +33.9% | +0.4% |
| 6M | +20.9% | -7.2% | +28.1% | +17.8% |
| YTD | +19.9% | +72.0% | -52.1% | +7.2% |
| 1Y | +41.4% | +263.3% | -221.9% | +13.1% |
| 3Y | +239.2% | +173.3% | +65.9% | +168.1% |
| All | +185.7% | +47.8% | +138.0% | +121.6% |
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