+328.7%
GGLL vs VICR
+204.9%
+123.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.8% | -3.5% |
| 7D | -4.8% | +0.4% | -5.2% | -5.0% |
| 30D | -13.7% | -13.9% | +0.2% | -11.6% |
| 3M | -21.9% | -38.4% | +16.6% | -15.8% |
| 6M | +11.7% | -7.2% | +18.9% | +5.4% |
| YTD | +2.3% | +72.0% | -69.8% | -17.8% |
| 1Y | +76.2% | +263.3% | -187.1% | +15.4% |
| 3Y | +245.0% | +173.3% | +71.7% | +127.0% |
| All | +328.7% | +204.9% | +123.8% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling