+328.4%
GGLL vs VICR
+212.6%
+115.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.6% |
| 7D | +1.9% | +9.8% | -8.0% | -0.2% |
| 30D | -9.7% | -12.6% | +2.9% | -7.9% |
| 3M | -18.0% | -29.7% | +11.7% | -14.2% |
| 6M | +15.3% | +18.8% | -3.6% | +3.0% |
| YTD | +2.2% | +76.4% | -74.2% | -18.3% |
| 1Y | +73.1% | +282.4% | -209.3% | +12.1% |
| 3Y | +242.7% | +206.2% | +36.5% | +119.6% |
| All | +328.4% | +212.6% | +115.8% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling