+1,704.0%
GS vs VICR
+1,040.7%
+663.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -2.3% |
| 7D | -3.2% | -23.1% | +19.9% | +2.0% |
| 30D | -2.4% | -48.1% | +45.6% | +10.9% |
| 3M | -15.7% | -32.8% | +17.1% | -11.2% |
| 6M | -6.8% | -47.6% | +40.8% | 0.0% |
| YTD | -0.1% | +34.0% | -34.1% | -15.8% |
| 1Y | +12.1% | +65.0% | -52.9% | -10.1% |
| 3Y | +185.8% | +277.1% | -91.3% | +71.8% |
| 5Y | +140.1% | -5.3% | +145.4% | +75.1% |
| 10Y | +505.2% | +1,075.0% | -569.8% | +103.0% |
| All | +1,704.0% | +1,040.7% | +663.4% | +331.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling