-6.8%
GS vs VICR
-46.4%
+39.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -1.2% |
| 7D | -3.2% | -23.1% | +19.9% | -0.9% |
| 30D | -2.4% | -48.1% | +45.6% | +3.2% |
| 3M | -15.7% | -32.8% | +17.1% | -13.7% |
| 6M | -6.8% | -47.6% | +40.8% | -3.4% |
| All | -6.8% | -46.4% | +39.6% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling