+313.5%
GGLL vs VICR
+187.9%
+125.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.8% |
| 7D | -5.8% | -0.4% | -5.4% | -5.8% |
| 30D | -7.2% | -15.6% | +8.4% | -4.6% |
| 3M | -17.5% | -35.4% | +17.8% | -12.1% |
| 6M | +5.1% | +1.3% | +3.8% | -2.8% |
| YTD | -1.3% | +62.5% | -63.8% | -19.8% |
| 1Y | +60.2% | +255.5% | -195.3% | +5.3% |
| 3Y | +230.8% | +182.0% | +48.8% | +115.7% |
| All | +313.5% | +187.9% | +125.7% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling