+139.3%
GS vs VICR
-6.0%
+145.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -1.5% |
| 7D | -3.2% | -23.1% | +19.9% | -0.2% |
| 30D | -2.4% | -48.1% | +45.6% | +5.2% |
| 3M | -15.7% | -32.8% | +17.1% | -13.0% |
| 6M | -6.8% | -47.6% | +40.8% | -2.6% |
| YTD | -0.1% | +34.0% | -34.1% | -9.2% |
| 1Y | +12.1% | +65.0% | -52.9% | -0.9% |
| 3Y | +185.8% | +277.1% | -91.3% | +116.9% |
| All | +139.3% | -6.0% | +145.3% | +92.6% |
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