+155.6%
GS vs VICR
-1.1%
+156.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.8% |
| 7D | +5.9% | +8.3% | -2.4% | +4.7% |
| 30D | +4.3% | -35.2% | +39.5% | +9.3% |
| 3M | -11.7% | -29.8% | +18.2% | -9.3% |
| 6M | -3.2% | -48.6% | +45.4% | +1.7% |
| YTD | +5.8% | +45.1% | -39.3% | -4.9% |
| 1Y | +16.0% | +79.6% | -63.5% | +1.4% |
| 3Y | +199.8% | +335.4% | -135.6% | +123.7% |
| All | +155.6% | -1.1% | +156.7% | +100.9% |
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