+76.2%
GGLL vs VICR
+272.1%
-195.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.8% | -3.0% |
| 7D | -4.8% | +0.4% | -5.2% | -4.9% |
| 30D | -13.7% | -13.9% | +0.2% | -12.4% |
| 3M | -21.9% | -38.4% | +16.6% | -17.6% |
| 6M | +11.7% | -7.2% | +18.9% | +5.1% |
| YTD | +2.3% | +72.0% | -69.8% | -11.3% |
| 1Y | +76.2% | +263.3% | -187.1% | +36.9% |
| All | +76.2% | +272.1% | -195.9% | +36.9% |
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 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