+57.8%
GGLL vs VICR
+263.7%
-205.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.4% | -3.9% |
| 7D | -3.9% | +1.3% | -5.2% | -4.1% |
| 30D | -15.4% | -11.9% | -3.4% | -14.3% |
| 3M | -21.9% | -35.1% | +13.2% | -18.3% |
| 6M | +4.5% | +8.1% | -3.6% | -3.5% |
| YTD | -2.4% | +67.8% | -70.2% | -15.4% |
| 1Y | +57.8% | +267.3% | -209.5% | +20.3% |
| All | +57.8% | +263.7% | -205.9% | +20.3% |
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 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