-12.2%
GGLL vs VICR
+76.0%
-88.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -11.1% | +17.7% | +8.0% |
| 7D | -23.1% | -26.6% | +3.5% | -19.8% |
| 30D | -32.9% | -47.9% | +15.1% | -27.4% |
| 3M | -44.9% | -29.8% | -15.1% | -43.3% |
| 6M | -49.5% | -36.6% | -12.9% | -49.4% |
| YTD | -28.9% | +45.1% | -74.0% | -45.9% |
| 1Y | -12.2% | +80.0% | -92.2% | -42.1% |
| All | -12.2% | +76.0% | -88.2% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling