+158.3%
GGLL vs VICR
+325.1%
-166.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.3% | -8.8% | +0.6% |
| 7D | +6.3% | -6.5% | +12.9% | +7.0% |
| 30D | -35.1% | -38.5% | +3.4% | -30.2% |
| 3M | -37.7% | -26.1% | -11.6% | -36.2% |
| 6M | -54.1% | -36.2% | -17.9% | -53.5% |
| YTD | -29.4% | +49.2% | -78.6% | -42.1% |
| 1Y | -13.4% | +87.0% | -100.4% | -32.4% |
| 3Y | +158.3% | +350.4% | -192.1% | +62.2% |
| All | +158.3% | +325.1% | -166.8% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling